Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Unfilled limit orders

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Unfilled limit orders

    Hello,

    I have a trouble that is annoying me.

    I send limit orders from a strategy to exit the market. Many times (too many) the orders are correctly exited from the strategy but there is still a partial unfilled portion on the market that appear on the "Positions" tab and not in the "Strategies" tab. How to avoid this?

    I trade with IB

    Thanks

    #2
    Hello guillembm,

    This could be handled through custom code with your strategy. With NinjaScript you can monitor for PartFilled order state and the quantity of each execution. It's possible to send a market order to exit if you don't want to wait to see if those remaining limit orders fill.
    Ryan M.NinjaTrader Customer Service

    Comment


      #3
      Thanks,

      I already do this on OnOrderUpdate but the problem keeps on. Sending Market order I get unnacceptable prices.

      I still think that a nice feature for NT would be to be able to see from a strategy if there is any position open for an instrument.

      thanks

      Comment


        #4
        There's no other handling I could think of here. If there are not enough people to buy/sell at the price you specify, but you still want to exit, then you need to accept a worse price. You can do this with a market order, or changing the price on the limit order.
        Ryan M.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by Marble, 09-02-2022, 12:24 PM
        18 responses
        69 views
        0 likes
        Last Post Marble
        by Marble
         
        Started by ticktradr, Today, 09:28 AM
        0 responses
        2 views
        0 likes
        Last Post ticktradr  
        Started by dibDab, Today, 07:33 AM
        0 responses
        5 views
        0 likes
        Last Post dibDab
        by dibDab
         
        Started by hamdan, Yesterday, 05:57 PM
        2 responses
        39 views
        0 likes
        Last Post hamdan
        by hamdan
         
        Started by NIncash, 09-21-2022, 02:20 PM
        3 responses
        37 views
        0 likes
        Last Post NIncash
        by NIncash
         
        Working...
        X