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cancel pending orders on condition

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    cancel pending orders on condition

    I have two strategies working simultaneously

    strategy 1 places a buy stop above the market
    strategy 2 places a sell stop below the market

    when one strategy fills the order and is in a position, I would like the pending order from the other strategy to be canceled.
    how can I write this?

    #2
    HiDon22Trader1, thanks for writing in.

    This should be implemented as one single unmanaged strategy so that you can more easily access the orders that need to be canceled. A managed strategy can not place a bracket like this because it goes against the internal order handling rules. See here for a small example on how to submit an unmanaged order:


    SubmitOrderUnmanaged() contains an OCO parameter that you can use to tie the long/short orders into a bracket so that when one is filled/canceled the other will also be canceled in the process. I attached an example here, to test, place the .cs file within Documents\NinjaTrader 8\bin\Custom\Strategies

    Best regards,
    -ChrisL
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