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


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  #1 (permalink)
 janiodesouza 
Francisco Beltrão PR Brazil
 
Experience: Intermediate
Platform: NinjaTrader
Trading: forex
Posts: 4 since Oct 2019
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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?


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  #2 (permalink)
 vsltradr 
Boise, Idaho/United Sates
 
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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).


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