Exit & Entry orders in the same bar

[joanNT]

Hi!,

I've this code:

if (BarsInProgress == 0 ) {
if (Position.MarketPosition != MarketPosition.Flat) {
if (Position.MarketPosition == MarketPosition.Long) {
ExitLong(1, contratos, "OutUp_f", "Up");
}
if (Position.MarketPosition == MarketPosition.Short) {
ExitShort(1, contratos, "OutDown_f", "Down");
}
}

if (Close[0] > Open[0])
orderlaunch = EnterShortStop(1, true, contratos, Low[0], "Down");
if (Close[0] < Open[0])
orderlaunch = EnterLongStop(1, true, contratos, High[0], "Up");
}

... next at BarsInProgress == 1 it's possible to get out if reaches some condition, if not, like you can see in the above code exits at beginning of the next Bar (BarsInProgress == 0).

Ok, then the problem I've found (or perhaps is the expected behavior) is that if it closes at next bar (BarsInProgress == 0) and also in the same bar the stop price is reached never launches an order into the market.

Is this correct?

I've tried also setting EntriesPerDirection > 1

Thank you

[NinjaTrader_JoshP]

joanNT,

To understand your orders I suggest you use TraceOrders = true so you can see if orders were ever submitted and if they were why they were ignored/rejected.

[joanNT]

Thanks Josh,

but I'm doing backtest and I can't see what happens with orders even with TraceOrders = True, cause the information in the output window is not enough, but I really think two orders in the same bar (one exit and one entry stop) it's not possible, which is your opinion?

Do you ever saw this? or could be cause of backtesting?

[NinjaTrader_JoshP]

Hard to say. You will need to use TraceOrders to determine the behavior you are truly seeing. If you want additional tracking you can add prints from OnOrderUpdate() and see the state changes of the orders too.

[joanNT]

Ok, I'll try tomorrow.

Thanks