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Unanaged: ChangeOrder()

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    Unanaged: ChangeOrder()

    I'd like to know an official confirmation:

    Internally, does ChangeOrder() modify directly an existing order according to new parameters OR it first cancels an old order and submits the new one?

    The default behavior is for any instrument or does it vary?

    Thanks
    Last edited by pstrusi; 08-27-2018, 11:29 AM.

    #2
    Hello pstrusi,

    Thank you for the post. Order changes are a broker option. The way the order is changed would be decided by the connection adapter that you are using and how that adapter handles order changing with the respective broker. From my testing, the Order object is directly modified since there are no "Order Cancelled" messages in the log after the order change has taken place.

    Please let me know if I can assist further.
    Chris L.NinjaTrader Customer Service

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      #3
      Thanks ChrisL for your answer.

      So, could you let me know what result does your testing give in regards to Interactive Brokers?

      IB-API allows a direct modification without any cancellation, so I imagine that NT should be able to do the same, but I got confusing readings. I don't need to tell how critical this is, because many disadvantages such as: cancellation fees, lost queues places...etc.

      Looking forward

      Thanks
      Last edited by pstrusi; 08-27-2018, 11:32 AM.

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        #4
        Hello pstrusi,

        Thank you for your patience.

        I tested the ChangeOrder behavior on out test Interactive Brokers account and I received the same results as the Sim101 account. The order itself was changed, so doing this is supported through Interactive Brokers. What conduct were you seeing when you attempted to use ChangeOrder through your strategy?

        I look forward to your reply.
        Chris L.NinjaTrader Customer Service

        Comment


          #5
          Sim101 and other paperaccount.
          then, according to your answer, I'm doing once again a detailed revision of tests looking for non-detected issued in my strategy. If I need further help I'll let you know. Thanks for your help.

          Comment

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