How to cancel partial filled pending orders

[thomson]

Hi,

I have a questions about multiple orders entry. If I placed 10 orders at same position, 6 orders filled and 4 orders is pending. How can I cancel the 4 pending orders after 30 second ?

Thanks,
Thomson

[NinjaTrader_JC]

Hello Thomson,

Inside of OnOrderUpdate() you may use a variable to get the number of bars (if using a small enough time frame to calculate 30 seconds in your data series) or time that your order was part filled and then check that to your local PC clock time so that you can see when 30 seconds have passed.

Here is a reference that you may look at that uses a custom event to have a method called after a certain amount of seconds have passed.

http://www.ninjatrader.com/support/forum/showthread.php?t=5965

Let us know if you have any questions.

[thomson]

Thanks for your quickly respond.
Do you have any example for cancel partial filled order?
I mean I placed realOrderLong order, which include 10 orders, and the order filled 6 and time passed 30 seconds. I want to cancel the pending 4 orders which not filled, how can I write the code?
Is the code as below correct?
CancelOrder(realOrderLong);

Many thanks,

[NinjaTrader_JC]

Hello Thomson,

Yes, that is correct.

[peterevanson]

How to cancel partial filled pending orders

Great post. Thanks for posting..