Order cancellation – "bar" lifetime limitation

[RADIMJ]

Hi to all,
I’m building automated strategy, and I’d like to limit time when my order is active. Now, by default, is canceled after next bar if it’s not filled.
My target is to have possibility to have active order next 3 bars.

Any tip pls ?

Regards

RaD

From LOG:
>>Entered internal PlaceOrder() method at 3/20/2009 9:13:03 PM: Action=SellShort OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=1185.75 SignalName='myShort111' FromEntrySignal=''

after one bar, if it's not filled:

>>Cancelled expired order: BarsInProgress=0: Order='1dca52ead0d540019c75f8dc38f7cfa1/Replay101' Name='myShort111' State=Accepted Instrument='NQ 06-09' Action=SellShort Limit price=0 Stop price=1185.75 Quantity=1 Strategy='ForTemp2' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='1dca52ead0d540019c75f8dc38f7cfa1' Gtd='12/1/2099 12:00:00 AM'

[NinjaTrader_Ben]

Hello,

So you are trying to keep the order working for 3 bars then cancel it?

Try counting the bars since you placed the order. Maybe start with something like the below code (where i_have_an_order_open is a bool that is set to true when you place the order initially):

if(FirstTickOfBar && i_have_an_order_open)
{
count++;
}

if(count < bars_to_cancel && FirstTickOfBar)
{
//place order on the new bar here
}

Hope that helps.