Unmanaged + OCO + CancelOrder

[cls71]

Hello,

When an entry order is filled, I send a bracket order (takeProfit + stoploss) tied by an OCO-ID.
When one of the two orders is filled the other is canceled. Works fine.

However, if you cancel before one of the two orders with the CancelOrder function, the other order is not automatically canceled.
I think it should be automatically canceled because it is an OCO. Is it the way it should work?

Thanks

Edit:
this issue occurs in Historical only. In RealTime works fine.

Unmanaged = true
NT7B15

[NinjaTrader_Bertrand]

cls71, thanks for reporting in and testing - would you mind sharing the snippet you used? You can also contact me directly at support at ninjatrader dot com (Attn Bertrand) to follow up - thanks.

[cls71]

I sent you an email with the code.

Thanks

[rasto800]

Hello,

When an entry order is filled, I send a bracket order (takeProfit + stoploss) tied by an OCO-ID.
When one of the two orders is filled the other is canceled. Works fine.

However, if you cancel before one of the two orders with the CancelOrder function, the other order is not automatically canceled.
I think it should be automatically canceled because it is an OCO. Is it the way it should work?

Thanks

Edit:
this issue occurs in Historical only. In RealTime works fine.

Unmanaged = true
NT7B15

I'm having the same issue now even in 2019. It does not work in an expected way when running Historical simulation.

For example I have this code that is executed at the end of the bar (lets say 1min timeframe):

testOrder1 = SubmitOrder(0, OrderAction.Buy, OrderType.Stop, 1, 0, Close[0]+100*TickSize, "ocolink", "order1");
testOrder2 = SubmitOrder(0, OrderAction.SellShort, OrderType.Stop, 1, 0, Close[0]-100*TickSize, "ocolink", "order2");

Then 1 minute later when I call CancelOrder function on one of those two orders, only the one passed to CancelOrder function is cancelled:

CancelOrder(testOrder1);

This log is produced (in historical backtesting) when TraceOrders = true;

First entering orders:
8. 1. 2019 0:01:00 Entered internal SubmitOrder() method at 8. 1. 2019 0:01:00: Action=Buy OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=49,79 OcoId='ocolink' Name='order1'
8. 1. 2019 0:01:00 Entered internal SubmitOrder() method at 8. 1. 2019 0:01:00: Action=SellShort OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=47,79 OcoId='ocolink' Name='order2'
Then calling CancelOrder():
Cancelled custom managed order at 8. 1. 2019 0:02:00: Order='NT-00000/Backtest' Name='order1' State=Working Instrument='CL 03-19' Action=Buy Limit price=0 Stop price=49,79 Quantity=1 Strategy='HighLow' Type=Stop Tif=Gtc Oco='ocolink' Filled=0 Fill price=0 Token='33747c93686241c999db608955f4b893' Gtd='1. 12. 2099 0:00:00'


Or is this an expected behavior?