this is valid is valid also in unmanaged mode (not sure):
Is there any difference, where I set the PT and SL:
A) before execution (in most examples PT/SL are set in OnBarUpdate() method)
B) or immediately after execution? (i.e. onExecution() method immediately after fill)
I am thinking in this way:
Maybe, in scenario A) is Ninja sending my orders to exchange in format IF - THEN - OCO,
what would result in immediate setting PT and SL after order fill - which would be faster,
than waiting for fill confirmation and then sending PT/SL orders.
But if there is no IF-THEN-OCO order sent by Ninja, then the both scenarios A)and B)
should be the same - in terms of execution speed.
Thank you for explanation
Michal
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