SubmitOrderUnmanaged()

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SubmitOrderUnmanaged()

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Definition

Generates an Unmanaged order.

 

Method Return Value

An Order read-only object that represents the order. Reserved for experienced programmers, additional information can be found within the Unmanaged Approach section.

 

Syntax

SubmitOrderUnmanaged(int selectedBarsInProgress, OrderAction orderAction, OrderType orderType, int quantity)
SubmitOrderUnmanaged(int selectedBarsInProgress, OrderAction orderAction, OrderType orderType, int quantity, double limitPrice)
SubmitOrderUnmanaged(int selectedBarsInProgress, OrderAction orderAction, OrderType orderType, int quantity, double limitPrice, double stopPrice)
SubmitOrderUnmanaged(int selectedBarsInProgress, OrderAction orderAction, OrderType orderType, int quantity, double limitPrice, double stopPrice, string oco)
SubmitOrderUnmanaged(int selectedBarsInProgress, OrderAction orderAction, OrderType orderType, int quantity, double limitPrice, double stopPrice, string oco, string signalName)

 

 

Parameters

selectedBarsInProgress

The index of the Bars object the order is to be submitted against. This determines what instrument the order is submitted for.

 

Note:  See the BarsInProgress property.

orderAction

Determines if the order is a buy or sell order

 

Possible values:
 
OrderAction.Buy

OrderAction.BuyToCover

OrderAction.Sell

OrderAction.SellShort

orderType

Determines the type of order submitted

 

Possible values:

 

OrderType.Limit

OrderType.Market
OrderType.MIT

OrderType.StopMarket

OrderType.StopLimit

quantity

Sets the number of contracts to submit with the order

limitPrice

Order limit price. Use "0" should this parameter be irrelevant for the OrderType being submitted.

stopPrice

Order stop price. Use "0" should this parameter be irrelevant for the OrderType being submitted.

oco

A string representing the OCO ID used to link OCO orders together

 

Note:  OCO strings should not be reused.  Use unique strings for each OCO group, and reset after orders in that group are filled/canceled

signalName

A string representing the name of the order. Max 50 characters.

 

 

Examples

ns


private Order entryOrder = null;
 
protected override void OnBarUpdate()
{
    // Entry condition
    if (Close[0] > SMA(20)[0] && entryOrder == null)
        SubmitOrderUnmanaged(0, OrderAction.Buy, OrderType.Market, 1, 0, 0, "", "Enter Long");
}
 
protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
{
  // Assign entryOrder in OnOrderUpdate() to ensure the assignment occurs when expected.
  // This is more reliable than assigning Order objects in OnBarUpdate, as the assignment is not gauranteed to be complete if it is referenced immediately after submitting
  if (order.Name == "Enter Long" && orderState == OrderState.Filled)
      entryOrder = order;
}