Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Issues With Multi Contract Order Fills

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

    #16
    Hello GLFX005, thanks for your reply.

    The order should be checked for a partial fill as well as a filled state. You will see this being done in the SampleOnOrderUpdate method starting on line 141 in OnExecutionUpdate. First, the order is checked for a partial fill and the stop and target are set up for the filled portion of the order. The order is also checked for partial fill or full fill in OnOrderUpdate.

    Kind regards.
    Chris L.NinjaTrader Customer Service

    Comment


      #17
      Hello Chris, thank you for your reply.

      That answered my question, although did not confirm if the example code I provided was correct.
      Another question that arises when looking at this article in the Help Guide --> https://ninjatrader.com/support/help...?execution.htm

      Do I have to assign the order name like in the example provided...

      if (execution.Order.Name == "myEntryOrder" && execution.Order.OrderState == OrderState.Filled)
      entryOrder = order;


      If I am also assigning something similar in OnOrderUpdate like this?

      if (order.Name == "myEntryOrder" && myEntryOrder != order)
      myEntryOrder = order;

      Comment


        #18
        Hello GLFX005, thanks for your reply.

        You can assign the order name in OnExecutionUpdate, it would not make a difference. OnOrderUpdate is called before OnExecutionUpdate, so the order state will already have been updated by the time OnExecutionUpdate is called.

        Best regards.
        Chris L.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by WHICKED, Today, 09:05 PM
        0 responses
        9 views
        0 likes
        Last Post WHICKED
        by WHICKED
         
        Started by luislag14, Today, 06:29 PM
        0 responses
        8 views
        0 likes
        Last Post luislag14  
        Started by Protech, Today, 11:08 AM
        1 response
        23 views
        0 likes
        Last Post NinjaTrader_ChrisL  
        Started by guilhem, Today, 02:09 PM
        1 response
        24 views
        0 likes
        Last Post NinjaTrader_BrandonH  
        Started by Hyper, Today, 12:20 PM
        1 response
        23 views
        0 likes
        Last Post NinjaTrader_Jim  
        Working...
        X