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Managed order approach in onMarketData()

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    Managed order approach in onMarketData()

    Per info from http://www.ninjatrader.com/support/h...ubmitorder.htm,

    Order is kept alive as long as it is re-submitted on each call of OnBarUpdate(). Is this applicable to OnMarketDepth() or OnMarketData() as well? For instance,

    protected override void OnMarketdata()
    {
    ...
    EnterLongLimit(GetCurrentBid());
    }

    #2
    If this is applicable, then next question is:
    OnBarUpdate() is updated per length of each bar completes, say 1 min or 5 mins. But OnMarketData() could be updated much more frequently, could this be a problem?

    Comment


      #3
      appleseed, correct in the managed mode the order would expire if not filled within the bar it was submitted on, this is in contrast to unamanged where the order will generally be live until cancelled (or taken care by the end of session handling). The expiration will hold true for other methods as well, since you are submitting to a specific series.
      BertrandNinjaTrader Customer Service

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