SubmitOrderUnmanaged()

Definition

Generates an Unmanaged order.

Method Return Value

An Order read-only object that represents the order. Reserved for experienced programmers, additional information can be found within the Unmanaged Approach section.

Syntax

SubmitOrderUnmanaged(int selectedBarsInProgress, OrderAction orderAction, OrderType orderType, int quantity)

SubmitOrderUnmanaged(int selectedBarsInProgress, OrderAction orderAction, OrderType orderType, int quantity, double limitPrice)

SubmitOrderUnmanaged(int selectedBarsInProgress, OrderAction orderAction, OrderType orderType, int quantity, double limitPrice, double stopPrice)

SubmitOrderUnmanaged(int selectedBarsInProgress, OrderAction orderAction, OrderType orderType, int quantity, double limitPrice, double stopPrice, string oco)

SubmitOrderUnmanaged(int selectedBarsInProgress, OrderAction orderAction, OrderType orderType, int quantity, double limitPrice, double stopPrice, string oco, string signalName)

Parameters

Possible values:

• OrderType.Limit
• OrderType.Market
• OrderType.MIT
• OrderType.StopMarket
• OrderType.StopLimit

Note: OCO strings should not be reused. Use unique strings for each OCO group, and reset after orders in that group are filled/canceled

Examples

1
private Order entryOrder = null;  
2
protected override void OnBarUpdate()  
3
{  
4
    // Entry condition  
5
    if (Close[0] > SMA(20)[0] && entryOrder == null)  
6
        SubmitOrderUnmanaged(0, OrderAction.Buy, OrderType.Market, 1, 0, 0, "", "Enter Long");  
7
}  
8
protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)  
9
{  
10
    // Assign entryOrder in OnOrderUpdate() to ensure the assignment occurs when expected.  
11
    // This is more reliable than assigning Order objects in OnBarUpdate, as the assignment is not guaranteed to be complete if it is referenced immediately after submitting  
12
    if (order.Name == "Enter Long" && orderState == OrderState.Filled)  
13
        entryOrder = order;  
14
}