How to cancel orders and positions of a certain strategy when disabling the strategy

February 18th, 2021, 11:41 AM

How to cancel orders and positions of a certain strategy when disabling the strategy?

Account.FlattenEverything() or Account.Flatten() i couldn't do it. I don't want the whole account, just the one instance that (State == State.Terminated) was called.

Help me please?

February 28th, 2021, 02:46 PM

An approach could be to save all Order objects generated by the strategy to a list within the strategy. Then on termination you�d loop through the strategy�s orders and cancel those that are pending, as well as submit a closing order at market for the strategy�s outright quantity (I.e. sell 2 at market if strategy is net long 2 at the time of termination).

How to cancel orders and positions of a certain strategy when disabling the strategy

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How to cancel orders and positions of a certain strategy when disabling the strategy