STRAT LIMITORDER REJECTION HANDLING

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Updated February 2, 2010

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STRAT LIMITORDER REJECTION HANDLING

zeller4 · 2010-02-02T13:41:23-05:00

Hello, I'm looking for a code snippet for use with Limit Orders and StopLimit Orders to prevent the Rejection from closing my strat. I'm using IOrder and OnOrderUpdate and am starting to learn about OnMarketData and MarketDataEventArgs. May take a few days 'til it starts dawning on me! I've checked these links but need a little more... If you have one or two samples without disclosing your "secret sauce" I'd be very grateful. Kirk

February 2nd, 2010, 01:41 PM	#1 (permalink)
zeller4 Orlando Florida Elite Member Experience: Intermediate Platform: NT8 Trading: CL, NQ, ES, RTY Posts: 478 since Jun 2009 Thanks Given: 1,419 Thanks Received: 404	Hello, I'm looking for a code snippet for use with Limit Orders and StopLimit Orders to prevent the Rejection from closing my strat. I'm using IOrder and OnOrderUpdate and am starting to learn about OnMarketData and MarketDataEventArgs. May take a few days 'til it starts dawning on me! I've checked these links but need a little more... https://ninjatrader.com/support/forum/showthread.php?p=127558&highlight=MarketDataType https://ninjatrader.com/support/forum/showthread.php?p=60109&highlight=OrderState+Rejected If you have one or two samples without disclosing your "secret sauce" I'd be very grateful. Kirk