partial fills

[fingers]

I have a simple strategy.

EnterLongStopMarket(0, true, qty, stopPrice, "myLongEntry")

ExitLong(0, qty, "myLongExit", "myLongEntry") at a specific EoD time.

managed code is much easier than unmanaged but how does managed code take care of partial fills?

does my code need to handle this ... protected override void OnOrderUpdate

                if  (order.OrderState == OrderState.PartFilled)
                {

                }
                else if  (order.OrderState == OrderState.Filled)
                {

                }

also will ExitLong cancel all positions & pending orders?

also if there are none, can I still use it|?

[NinjaTrader_Gaby]

Hello fingers,

Thank you for your post.

You can track partial fills in OnOrderUpdate() or OnExecutionUpdate(). Your stop or target will close the trade for the partially filled amount if either is hit before the entry order is completely filled.

OnOrderUpdate() - https://ninjatrader.com/support/help...rderupdate.htm
OnExecutionUpdate() - https://ninjatrader.com/support/help...tionupdate.htm


ManagedRithmicIBFriendlyExample demonstrates how OnOrderUpdate and OnExecutionUpdate may be used to submit target/stop and this strategy also works well to handle partial fills.

https://forum.ninjatrader.com/forum/...72#post1206372


ExitLong() will not cancel all positions/pending orders. You can use CancelOrder() instead. Please see the example script below.

https://ninjatrader.com/support/help...thod_to_ca.htm


Please let us know if you have any other questions.