|05-28-2009, 09:45 AM||#1|
Join Date: Dec 2008
Thanked 0 times in 0 posts
How does NJ handles unfilled contracts by default?
Right now I have NOT tested my current strategy
to handle multiple contracts.
My I ask how should any strategy that you have written
for you own clients handles this?
For example, if at price 8301, only 2 out of 5 contracts filled,
HOW will those 3 unfilled contracts be managed?
My expected result is any unfilled contracts will continue
to get filled ONLY IF the trade has NOT reached TP or SL.
|05-28-2009, 10:17 AM||#2|
NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Thanked 107 times in 70 posts
The orders will continue to be filled as long as that entry order is still active. Even if stop/targets start hitting, if that entry order is still active it will continue. You need to explicitly cancel that entry order (whether that is using CancelOrder() or just letting the order expire by not resubmitting) for it to stop filling.
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