Submit order immediately, not on bar close

[Derjan]

Hello,
(how) is it possible to submit an order for some secondary instrument immediately within the primary instrument's OnBarUpdate, ie. not waiting for the current bar of the secondary instrument to finish ?

So I search for a method like EnterLong(barsInProgess=2, waitForBarClose=false).

Could "AtmStrategyCreate" be used for this ? But can you create it for a different instrument than the current one ? Then I would change the trailing stop in the secondary OnBarUpdate via AtmStrategyChangeStopTarget.

Or maybe Account.Submit(order) , where order was created with the name of a ATMStrategy?

[bltdavid]

Yep, use EnterLong,

EnterLong(int barsInProgressIndex, int quantity, string signalName)

It's there, study the helpguide carefully.

[NinjaTrader_ChelseaB]

Hello Derjan,

The Calculate setting controls when OnBarUpdate() is updated. This can be .OnPriceChange or .OnEachTick to trigger updates intra-bar.

https://ninjatrader.com/support/helpGuides/nt8/calculate.htm

TickReplay is necessary for this to work in Historical; 1-tick intra-bar granularity is necessary for orders to fill intra-bar in Historical.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/94098-isfirsttickofbar-vs-onbarclose-for-backtest-live?p=773377#post773377

AtmStrategy methods can be used in real-time only, but would still need the calculate setting to run intra-bar.

https://ninjatrader.com/support/helpGuides/nt8/atmstrategycreate.htm

[SpikeLGWG]

hi, i hade the same problem:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1179902-cancelorder-did-not-cancel-order

[NinjaTrader_ChelseaB]

Hello SpikeLGWG,

Looks like you are getting help with NinjaTrader_Kate in another thread. I'll ping her to let her know you have another post and will offer any insight I may to assist.

[SpikeLGWG]

Hello,
my Problem was solved, it was for derjan or bltdavid as solution.

Kate helps me to get this solution.

Thanks.

[Derjan]

Thanks. I could also solve my problem. Actually I was wrong in thinking that if I execute EnterLong() from a high frequency primary series for another lower frequency (eg 5 minute bars) instrument, that NT would wait until the 5 minute bar is finsihed. But it seems that if I call EnterLong from whatever Dataseries , it should always be executed in that moment and is independant from the timeframe that is associated with the target instrument