I'm working on a strategy that uses CreateOrder() and ChartTrader ATM Strategy to put in a limit order. I want to cancel this order if it still hasn't been filled after a bar has passed.
This is how I create the order:
Order order = chartTraderAccount.CreateOrder();
NinjaTrader.NinjaScript.AtmStrategy.StartAtmStrategy(atmStrategy, order);
entryATMOrder = order;
Print("Take trade order id " + entryATMOrder.OrderId + " state " + entryATMOrder.OrderState.ToString());
Then later in OnBarUpdate
if (entryATMOrder != null)
{
string[] entryOrder = GetAtmStrategyEntryOrderStatus(entryATMOrder.OrderId);
Print("Entry array length " + entryOrder.Length);
}
The above code would print out the error: GetAtmStrategyEntryOrderStatus() method error: Order ID does not exist
What am I missing?
Thanks.

Comment