Hi Ninjatrader community, i hope some of you coders can help me fix this issue with rithmic order submission, i have a scalping strategy and most of the time the order gets filled (like 3 contracts on NQ) but the target and stoploss does not, or it gets partially filled, most of the time there is NO stop and NO target or the target is 2 contracts out of 3 and leaves the trade open, i need to fix this issue, i thought about trina to send another order or change the current target contracts if the order was rejected or part filled like this:
Code:
protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
{
if (order.Name == "Target"){
if (order.OrderState == OrderState.Rejected && rejected<5)
{
if (entryOrder.IsLong)
try{
targetOrder = ExitLongLimit(2, true, entryOrder.Filled, entryOrder.AverageFillPrice + tp, "Target", "Long");
}
catch
{
Print("Error 1");
}
if (entryOrder.IsShort)
try{
targetOrder = ExitShortLimit(2, true, entryOrder.Filled, entryOrder.AverageFillPrice - tp, "Target", "Short") }
catch
{
Print("Error 2");
}
rejected++;
Print("Target Rejected: "+rejected);
}
else if (order.OrderState == OrderState.Filled)
rejected=0;
else if (order.OrderState == OrderState.PartFilled && rejected<5)
{
try{
ChangeOrder(targetOrder,entryOrder.Filled,0,0);
}
catch
{
Print("Error 3");
}
rejected++;
Print("Target PartFilled: "+rejected);}
}
Comment