Tradestation DLL Unfilled or Partial Fill Handling Question

[geoMEAN]

Hi. I'm recoding some of my tradestation strategies with the NT DLL order functions. (Up to now I have been using SMTP but I am unhappy with the speed of my orders.) One thing I don't know how to handle or if I can handle:

With SMTP/email interface TS sends an email when simulated/data on TS chart shows a stop is filled. I have used the option in NT that says "convert unfilled amount to market X seconds after TS says the stop was filled."

When coding with the DLL, I believe I would have to wait till the end of the bar (5 minute bar in this case) until I can check the orderStatus of the stop, and then if I get "accepted, working" or anything but "filled" and "rejected" , send a market order if the stop still was not filled.

1) Is this correct?

2) Is there a way I can code with the DLL and still prevent this sort of position mismatch problem when data shows fill and NT real order didn't get filled?

(My only conclusion so far would be to make my TS run with intrabar update, which will run my code on every tick. Is this the only way?)

Thanks in advance.

[NinjaTrader_JoshP]

Unfortunately geoMEAN, we are not TS experts and would not know how to advise you for the best course of action in your TS strategy. If you are looking for intrabar granularity you will most likely need to just have it update intrabar. No way around it.

[geoMEAN]

Great, thanks Josh. I understand you guys aren't here to help me code my EL.

Just trying to think through how to achieve the same functionality I have with the e-mail interface.

I haven't coded with intrabar variables yet but it's not too hard. Was just trying to avoid having code run on every tick, but I will just set it up that way. I don't think it will be a big deal.

Thanks for your time.

[kiwibird]

updates

any updates on this thread?

[NinjaTrader_Bertrand]

Hi pzwag, what issue are you dealing with? To reduce the risk of running into synching / fill issues we would still recommend using the 'Submit market order on TS fill' option - http://www.ninjatrader-support.com/H...ngOptions.html

If you need finer order management, it may be best to convert your strategies to NinjaScript completely.

[kiwibird]

orders

I want an active stop in the market.
as is , is simple but not powerfull enough.
I have way to much code to convert to ninja script.

[NinjaTrader_JoshP]

pzwag,

If you just want a stop order just submit it as is. Bertrand's comment still stands though.

What do you want your login changed to?

[kiwibird]

stop orders

stop orders if placed via oif reject and arnt re-submitted as market orders
if dont via oif. Can this be fixed?

[NinjaTrader_JoshP]

OIF orders have no logic attached to them. If they are not processed they are not processed. None of the TS settings influence OIF generated orders. These are separate order techniques. The TS options are for the Email Interface and the DLL Interface with TS.

P.S. kiwi is taken already.