Does anyone know of a way to automatically cancel a pending order at a price point with the ATM or a strategy?

Example: entry is pending to enter on a stop limit order short. However if the market rises to a certain price then we want to cancel the entry.

Thanks

You can use CancelOrder().
If a strategy has created an order, then it is aware of the context and can cancel the order.

If not, then the strategy can't 'watch' pending orders, and then would have to know when to cancel the order
using CancelOrder() at what level for long and short, you could read the DB directly for outstanding orders

rleplae 

You can use CancelOrder(). If a strategy has created an order, then it is aware of the context and can cancel the order. If not, then the strategy can't 'watch' pending orders, and then would have to know when to cancel the order using CancelOrder() at what level for long and short, you could read the DB directly for outstanding orders

So since the order would be manually entered, I would need to write a strategy to cancel it correct.

ttiller 

So since the order would be manually entered, I would need to write a strategy to cancel it correct.

Straight forward, a strategy can only cancel what i has 'started'.

 

Code

private IOrder myEntryOrder = null; myEntryOrder = EnterLongLimit(0, true, 1, Low[0], "Long Entry"); CancelOrder(myEntryOrder);

In your case you would not have the IOrder object.

You can however in a bit more advanced way, iterate through all the orders
as follows :

 

Code

for (int i=0; i < NinjaTrader.Cbi.Globals.Accounts.Count; i++ ) { for (int j=0; j < NinjaTrader.Cbi.Globals.Accounts[i].Positions.Count; j++ ) { Print("" +NinjaTrader.Cbi.Globals.Accounts[i].Name +" " +NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].Instrument.FullName +" " +NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].MarketPosition +" " +NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].Quantity +" " +NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].AvgPrice ); } for (int j=0; j < NinjaTrader.Cbi.Globals.Accounts[i].Orders.Count; j++ ) if (NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].Filled == 0 && NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].OrderState.ToString() != "Cancelled") { Print("" +NinjaTrader.Cbi.Globals.Accounts[i].Name +" " +NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].Instrument.FullName +" " +NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].OrderAction + " " +NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].Quantity +" " +NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].OrderType + " " +NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].LimitPrice + " " +NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].StopPrice + " " ); } }

This might be helpful for you :

Strategy Position and Account Position Here is my strategy that does what you ask. After a manual entry, start the strategy. You have to enter the date and time when you want the strategy to become effective. This is a bother, but necessary for tailstop flexibility. It will exit when …

Thanks! This helps a lot!

rleplae 

Straight forward, a strategy can only cancel what i has 'started'.   Code private IOrder myEntryOrder = null; myEntryOrder = EnterLongLimit(0, true, 1, Low[0], "Long Entry"); CancelOrder(myEntryOrder); In your case you would not have the IOrder object. You can however in a bit more advanced way, iterate through all the orders as follows :   Code for (int i=0; i < NinjaTrader.Cbi.Globals.Accounts.Count; i++ ) { for (int j=0; j < NinjaTrader.Cbi.Globals.Accounts[i].Positions.Count; j++ ) { Print("" +NinjaTrader.Cbi.Globals.Accounts[i].Name +" " +NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].Instrument.FullName +" " +NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].MarketPosition +" " +NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].Quantity +" " +NinjaTrader.Cbi.Globals.Accounts[i].Positions[j].AvgPrice ); } for (int j=0; j < NinjaTrader.Cbi.Globals.Accounts[i].Orders.Count; j++ ) if (NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].Filled == 0 && NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].OrderState.ToString() != "Cancelled") { Print("" +NinjaTrader.Cbi.Globals.Accounts[i].Name +" " +NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].Instrument.FullName +" " +NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].OrderAction + " " +NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].Quantity +" " +NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].OrderType + " " +NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].LimitPrice + " " +NinjaTrader.Cbi.Globals.Accounts[i].Orders[j].StopPrice + " " ); } }