|05-08-2008, 01:42 AM||#1|
NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Thanked 106 times in 70 posts
Strategy: Using OnOrderUpdate() and OnExecution() methods to submit protective orders
Reference sample for NinjaTrader 6.5.XXXX.X or greater.
The OnOrderUpdate() and OnExecution() methods are reserved for experienced programmers. Instead of using Set() methods to submit stop-loss and profit target orders, you can submit and update them manually through the use of IOrder and IExecution objects in the OnOrderUpdate() and OnExecution() methods. The OnOrderUpdate() method is updated whenever the state of an order changes which allows you to submit and control your stop-loss and profit target orders the instant your entry order is filled. The OnExecution() method is updated whenever you receive an execution or a fill on your orders. This method provides you the fastest possible submission of protective orders. Utilizing the increased granularity provided in these advanced methods can be advantageous to you by providing you with maximum control of how your stop-loss and profit target orders behave.
This reference sample demonstrates the following concept:
NinjaTrader Customer Service
|Thread||Thread Starter||Forum||Replies||Last Post|
|Error on calling the 'OnOrderUpdate' method for strategy 'maslope': Object reference||scriabinop23||General Programming||4||01-24-2008 02:20 PM|
|Can't Submit an Exit Order||yeneuro||Miscellaneous Support||10||10-08-2007 08:23 AM|
|Who can supply "ATM Strategy Stop Target methods"||Jenny||Strategy Development||5||06-13-2007 06:54 AM|
|ATM Strategy Stop Target methods||theperm||Strategy Development||9||05-21-2007 03:53 PM|