This makes me wonder: if I apply what the document is talking about to a generic NS order management strategy, it would seem that
CancelOrder(myLimitSellOrder); ExitLong();
is equivalent to just
ExitLong()
without the explicit cancel in all cases except in forex. But what I am uncertain of is whether the explicit cancel is still required when using NS to exit a position with a market order when a limit order is still pending. If NT already explicity closes all working orders and then resubmits a market order, why would I have to call CancelOrder() in NS explicitly?
Am I interpreting the doc correctly?
-Henry
Comment