Quoting

[[email protected]]

I am working on implementing a quoting strategy. As I understand the order handling rules I should be able to work both an EnterLimitLong and an EnterLimitShort order as long as I use unique signal names for each order. This is not working though. Does anyone know a method that would allow me to work an order on both sides of the market?

Thanks

[NinjaTrader_Austin]

Unfortunately, there isn't a way to have both a long and short order at the same time.

From the Internal Order Handling Rules page:
Methods that generate orders (excluding market orders) to enter a position will be ignored if:

• A position is open and an order submitted by an exit method (ExitLongLimit() for example) is active and the order is used to open a position in the opposite direction
• A position is open and an order submitted by a set method (SetStopLoss() for example) is active and the order is used to open a position in the opposite direction
• The strategy position is flat and an order submitted by an enter method (EnterLongLimit() for example) is active and the order is used to open a position in the opposite direction

[[email protected]]

Thank you for your reply. This is a short coming in the system.

[NinjaTrader_Austin]

It is being addressed in NT7:

From the NT7 announcement page:
New Unmanaged Order Submission
In 6.5 some users were burdened with our "Internal Order Handling" rules. We have introduced unmanaged order submission which bypasses the convenience of our order handling layer. This lower level of programming allows you to do what you want relative to order submission/management without any limitations other than any imposed by your broker. There are only three methods, SubmitOrder(), ChangeOrder() and CancelOrder(). You then get the flexibility of managing your orders how you see fit and optionally handling rejections.