Does ninja leave the original order in the book queue (as it is the same price) and allocates that order (and therefore keep the position in the queue) to the new limit order generated or does it cancel the order in the queue and send a new order to the exchange (losing the position in the queue)?
When setting up in a strategy, CalculateOnBarClose = false in the Initiliaze function to make sure my orders are computed at each tick received (orders computed in context 0, ie BarsInProgress == 0).
I update some variables every N ticks, from those variables I generate a Limit orders at every tick. The value of the limit order only changes every N ticks but at every tick I send a new order.
Does Ninja is smart enough to recognize that a previous order was positionned in the book at a price P at the previous tick and when a new order is generated at price P at the current tick, leaves the previous order in the queue and does not in fact send a new order to the exchange. Sending a new order would lose the priority in the book ?
I read in the documentation somewhere that Ninja should behave that way but I thought I would better ask the question ...
Thanks,
Fabrice.
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