OCO orders

[stefy]

I generate once a day two threshold values and I want to generate just two orders (OCO) for those values.
How can I do that?

Thank you

[NinjaTrader_Ray]

Currently in single instance of a NinjaScript strategy you can't place two OCO entry orders. You would need to run two separate strategies, each one representing a different order.

[stefy]

OK, but how can I place an OCO order?

Thank you

[NinjaTrader_Ray]

You can't.

[jonmoron]

Is this still the case with NT 6.5 or NT7?
I'd like to place two orders as an entry. If one gets filled, I want the other to be canceled. Sometimes these others will be LIMIT orders other times they might be STOP. In any case both orders will be of the same type. However I'm looking to place 1 set of two orders and I want the unfilled order to be cancelled when one of the two is filled. Is there anything available for this in a strategy?

thanks!

Originally Posted by NinjaTrader_Ray

You can't.

[NinjaTrader_Ben]

Hello,

I will have someone reply to you on Monday. Thank you for your patience.

[NinjaTrader_Bertrand]

jonmoron, the same internal order rules would exist in NT7, meaning you can't place this entry limit / stop bracket in advance with auto OCO'ing the not needed one...however we have a new unmanaged order submission feature where such scenarios could be realized without the internal order handling rules stepping in...

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

New Unmanaged Order Submission
In 6.5 some users were burdened with our "Internal Order Handling" rules. We have introduced unmanaged order submission which bypasses the convenience of our order handling layer. This lower level of programming allows you to do what you want relative to order submission/management without any limitations other than any imposed by your broker. There are only three methods, SubmitOrder(), ChangeOrder() and CancelOrder(). You then get the flexibility of managing your orders how you see fit and optionally handling rejections.