How I close stop pending order by program code?

I have this code (simplified):

protected override void Create()
{
…
order = OrderCreator.Stop(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
…
}
…
if (StrategyInfo.MarketPosition == 0)
{
order.Send(LongBreakout);
}

How I by program code close pending Stop order?

Thank Petr

How I by program code close pending Stop order?

Stop orders are cancelled when you don't resubmit them. Also see this thread.

Ok.

But use this session (9:45-16:15): And this code (simplification):
…
protected override void Create()
{
…
order = OrderCreator.Stop(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
…
}
…
if (StrategyInfo.MarketPosition == 0)
{
order.Send(LongBreakout);
}
…

i have next problem (market position is 0).

Stop order is active after 16:15 still, and I don’t know why.

By my opinion should be stop order active from xxx to 16:14:59.999, here should be closed and reopen at 9:45 of the next day
(next candle after 16:00 by session is on the next day in 9:45).

But stop order is not canceled in 16:15.
Stop order cancel when exchange closed (at 18:00).
And in 9:45 order will be go to pending state, it's ok.

Petr

(...)
By my opinion should be stop order active from xxx to 16:14:59.999, here should be closed and reopen at 9:45 of the next day
(next candle after 16:00 by session is on the next day in 9:45).

But stop order is not canceled in 16:15.
Stop order cancel when exchange closed (at 18:00).
And in 9:45 order will be go to pending state, it's ok.

Then you need to stop resubmitting the stop order prior to 16:14:59.999, with, for example, not resubmitting the stop order in the 10 seconds prior to the session close.

Otherwise, if you send a stop order on the last tick of your session, there is no possibility to cancel the order after that last tick for the session, since the market would have closed by then (according to your session settings) and the CalcBar() method is not called any more.

You can try to use ExecControl.RecalcLastBarAfter to force a recalculation of your script after the 16:15 session close and to cancel the stop loss order prior to the actual close at 18:00, but keep in mind that the price bars won't be updated with fresh prices any more if the session close has been reached, so your strategy might make decisions based on old data in this case.

svopex, check this code to learn how to close the position at specified time. You can also adjust this code to cancel your orders at specified time.

JoshM write:

Then you need to stop resubmitting the stop order prior to 16:14:59.999, with, for example, not resubmitting the stop order in the 10 seconds prior to the session close.


I use this code, but don't work...
Does anyone know why?

• …
  protected override void Create()
  {
  …
  order = OrderCreator.Stop(new SOrderParameters(Contracts.Default, EOrderAction.Buy));
  …
  }
  …
  protected override void CalcBar()
  {
  ...
  const int closeExchangeInterval = 3;
  TimeSpan ts = Bars.Sessions[0].EndTime - Bars.StatusLine.Time.TimeOfDay;
  ...
  if (
  (ts.TotalMinutes > closeExchangeInterval || ts.TotalMinutes < -closeExchangeInterval)
  && StrategyInfo.MarketPosition == 0)
  {
  order.Send(LongBreakout);
  }
  …
  }

This is still a mystery to me.

In the Multicharts.NET - ProgrammingGuide - v1.0 is written:
Calculation upon Close of each bar and filling of the generated orders collection on the next bar.

If I have close session on 16:15 and open in the next day 9:30,
stop order should be filled on the open 16:00 and after it on the open 9:30.
On the 16:15 candle does not render, therefore should be not open candle, but is.

Hello svopex,

Have you ensured this condition is vald?

(ts.TotalMinutes > closeExchangeInterval || ts.TotalMinutes < -closeExchangeInterval)&& StrategyInfo.MarketPosition == 0)

Have you tried using a simple condition - if current time is inside the specified "begin trading time" and "end trading time" (like if (time>=930 and time<1600) then begin) interval then execute trading logic?

take a look at the attached code;
It can be used to cancel open orders after a specific time.
It may work for what you need... (v9 RC)

Note: not tested live yet and I'm not sure if it works on "managed" trades...