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Multiple order execution
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Multiple order execution

  #1 (permalink)
Elite Member
Gatlinburg TN/USA
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: Futures
 
Posts: 12 since Sep 2015
Thanks: 5 given, 0 received

Multiple order execution

Hi there!

I have a question. How to do multiple orders with IOrder null?

Here is my code:

private IOrder myEntryOrder = null;
protected override void OnBarUpdate()
{
// Submit an entry order at the low of a bar
if (myEntryOrder == null &&
High[0] > MAX(High, 30)[1] &&
Range()[0] <= 13*TickSize)
{
myEntryOrder = EnterShortLimit(0, true, 1, High[0], "Long Entry");

}
}

protected override void OnOrderUpdate(IOrder order)
{
if (myEntryOrder != null && myEntryOrder == order)
{
if (order.OrderState == OrderState.Filled)
entryOrder = null;
}
}

myEntryOrder = EnterShortLimit(0, true, 1, High[0], "Entry1");

I want to add 2 more EnterShortLimit orders with the same entry rules. How can I do that?
Do I need to add 2 more objects like myEntryOrder1 and myEntryOrder2?
How can I manage them in OnOrderUpdate?


private IOrder myEntryOrder = null;
protected override void OnBarUpdate()
{
// Submit an entry order at the low of a bar
if (myEntryOrder == null &&
High[0] > MAX(High, 30)[1]
Range()[0] <= 13*TickSize)
{
myEntryOrder = EnterShortLimit(0, true, 1, High[0], "Entry1");
? = EnterShortLimit(0, true, 1, High[0] - 2*TickSize, "Entry2");
? = EnterShortLimit(0, true, 1, High[0] - 4*TickSize, "Entry3");

}
}

Pls help me to figure out
Thanks,
Serge

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  #2 (permalink)
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  #3 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 2,463 since Sep 2013
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Forum Reputation: Legendary


Yes make 2 extra object to store the order 2 & 3

And make 2 extra if's

Test all on market replay..

Good luck

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