Issues with limit orders...

[BigDog008]

I'm having some issues with Limit Orders where they keep changing as the market keeps moving... I have it set that its liveUntilCancelled, but still seem to be having issues...

SHORTS....

if (some condition is met)
{
EnterShortLimit(0, true, DefaultQuantity, GetCurrentAsk() + 2 * TickSize, "ShortA");
EnterShortLimit(0, true, DefaultQuantity, GetCurrentAsk() + 3 * TickSize, "ShortB");
EnterShortLimit(0, true, DefaultQuantity, GetCurrentAsk() + 4 * TickSize, "ShortC");
}

LONGS....

if (some condition is met
{
EnterLongLimit(0, true, DefaultQuantity, GetCurrentBid() - 2 * TickSize, "LongA");
EnterLongLimit(0, true, DefaultQuantity, GetCurrentBid() - 3 * TickSize, "LongB");
EnterLongLimit(0, true, DefaultQuantity, GetCurrentBid() - 4 * TickSize, "LongC");
}

[NinjaTrader_Josh]

If you keep submitting the orders over and over they will keep amending and moving. Don't resubmit if you don't wish to amend the order.

[BigDog008]

Originally Posted by NinjaTrader_Josh

If you keep submitting the orders over and over they will keep amending and moving. Don't resubmit if you don't wish to amend the order.

so how would I ammend this if I don't keep order submission in OnBarUpdate()?

[NinjaTrader_Josh]

Not sure I follow. Your original post eluded to you not wanting the orders to move. If you don't want them to move, do not resubmit your orders. If you want to amend them then simply call the EnterShortLimit() again.

[BigDog008]

Originally Posted by NinjaTrader_Josh

Not sure I follow. Your original post eluded to you not wanting the orders to move. If you don't want them to move, do not resubmit your orders. If you want to amend them then simply call the EnterShortLimit() again.

Meaning how do I keep it from not resubmitting orders?

I currently have the EnterShortLimit and EnterLongLimit in the OnBarUpdate() section because I want to be able enter them based on current market prices...

[NinjaTrader_Josh]

You can use flag variables.

if (flag == false)
{
     EnterLongLimit(...);
     flag = true;
}