Cancel order and send new one in the same bar

[soyjesus]

Hello,

I have a strategy that needs cancel an order and send a new one in the same bar. But when my strategy cancel an order it only sends a new order, two bars after this cancellation.

I have tried changing the value of the "Entries per direction" but the problem continues.

How can I solve it?

Thanks in advance and the best regards.

[NinjaTrader_Bertrand]

Hi soyjesus, where are the orders send then? Do you wait for the cancel confirm in OnOrderUpdate and then issue the new order?

[soyjesus]

Hi Bertrand,

I send both orders from OnBarUpdate(). Must I do it from OnOderUpdate?

The situation is like this: I have a Buy Order and when the bar is finished, this order has not filled; so I must update the entry price. So, the the first order is cancelled and I need to send a new one with a different entry price inmediately (in the same bar).

[NinjaTrader_Bertrand]

soyjesus, I would definitely send the new order then once the cancel state is seen in OnOrderUpdate for your original IOrder.