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Reverse in Unmanaged

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    Reverse in Unmanaged

    Hello!

    Does anyone have a piece of code to reverse orders in Unmanaged approach?
    My sequence so far:
    1) Identify the trigger for reverse
    2) Cancel the STOP and TARGET orders
    3) Submit another Order to turn the current position to FLAT
    4) Submit order with new position
    4) Submit new STOP and TARGET (OnExecutionUpdate).

    The problem is when the volume peaks and it does have time to clear de status order. It left some orders behind.

    Thanks
    mcosta72
    NinjaTrader Ecosystem Vendor - Quant-Wise

    #2
    Hello mcosta72,

    Thank you for the post.

    I took a quick look on the forums and in our resources however I don't see a sample of reversing an unmanaged strategy that I could provide. There is no automated way to do that in unmanaged so reversing is really just up to you to submit the orders to do that.

    From the given details that sounds about correct for reversing the position, when you say that it left some orders behind do you mean it lost track of the orders you are working with? To reverse the position would require tracking the orders and changes to make sure everything happens in the same order each time you reverse.

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

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