|June 16th, 2014, 05:17 PM||#1 (permalink)|
Futures Experience: Intermediate
Platform: TWS, NinjaTrader, MT4
Broker/Data: FXCM, Interactive Brokers, Oanda
Favorite Futures: Forex
Posts: 129 since Aug 2013
Thanks: 55 given, 44 received
I am trying to come up with a NinjaScript work around and think that I may have an idea and want to know if anyone can confirm if this would work or not.
The goal is that NinjaScript would only be used to 1.) place entry, stop, and limit orders & 2.) remove pending entry orders after a particular time.
If the entry orders are triggered, then the trade could stay active for several days - thus the stop & limit orders would be pending for several days as well.
I do not want NinjaScript to update the pending stop & limit orders on the following days as it would when new trades are placed.
According to the help files (NinjaTrader Version 7), NinjaScript will take an active role in the pending orders again when the program is restarted.
Therefore, here is my thought for a workaround.
Also, according to the help files: A previously generated order is considered to match an active strategy order when the order action, order type, quantity, limit price, and stop price are exactly identical.
With this in mind, could I close NinjaTrader and then manually change the stop & limit orders by 0.5 pips. At this point, the order on the TWS server would not be exactly the same as what is in the NinjaScript strategy and therefore, would NinjaScript ignore those orders and leave them be? Would NinjaScript try to delete those orders?
Thanks for your help!!