I will use this thread to ask questions which may help me to resolve these issues.
The area that seems to produce the most leakage is in order handling. I have a strategy that puts out many orders and continuously adjusts and cancels them while running. The entry orders are limit orders. NT using the managed approach modifies these orders if parameters change, as these orders are called in OnBarUpdate(). This is fine however my question is this. If I use liveUntilCancelled in the limit order, does NT release the memory on my next call to modify this order? or do i have to use CancelOrder() to release memory, etc. before calling the EnterLongLimit() again? Thank you.
Tony
Comment