PartFill

[jetheil2]

Hello,

If a order state is partFill, what happens when AtmStrategyCancelEntryOrder() is called?

Thank you

[NinjaTrader_BrandonH]

Hello jetheil2,

Thanks for your post.

I understand you are using AtmStrategyCreate() to submit entry orders with an Atm strategy template applied.

If you check if the order state of the entry orders is PartFilled and call AtmStrategyCancelEntryOrder(), all entry orders that were not filled will be canceled. Orders that were filled will remain filled and will not be canceled.

See this help guide documentation below for more information about AtmStrategyCancelEntryOrder(): https://ninjatrader.com/support/help...entryorder.htm

Let us know if we may assist further.

[jetheil2]

Hello BrandonH,

Thanks for your help.


1. Is AtmStrategyChangeEntryOrder the same as above when orders is PartFilled ?

Change only those that have not yet been filled, and those that have already been filled will not be changed.




2. If there is no order filled or partially filled, is there any adverse effect of executing this method?

[jetheil2]

3 Is AtmStrategyChangeStopTarget the same as above when orders is PartFilled ?

[NinjaTrader_BrandonH]

Hello jetheil2,

Thanks for your note.

1. Is AtmStrategyChangeEntryOrder the same as above when orders is PartFilled?

Yes, only orders that are not filled would be changed when using AtmStrategyChangeEntryOrder().

2. If there is no order filled or partially filled, is there any adverse effect of executing this method?

If an order is placed but not filled or partially filled and you call AtmStrategyChangeEntryOrder(), all entry orders that are not filled would be changed.

3 Is AtmStrategyChangeStopTarget the same as above when orders is PartFilled?

Stops and Targets will only be placed when the entry order they are attached to is filled. If a partial fill occurs, stops and targets would only be placed for the entry orders that are filled. These stops and targets could then be changed with AtmStrategyChangeStopTarget.

You could consider testing this yourself by creating a test script that uses these methods and places a large order quantity. You could then run the script on an instrument with low volume to force partial fills to occur.

Let us know if we may assist further.