try/catch block for stop loss order error

[ATI user]

I get the attached error and tried to use the following code to deal with it so my position is not uncovered...does not work...possibly because the atm is placing the stop?

please advise correct syntax...thanks


try
{
AtmStrategyCreate(Cbi.OrderAction.Sell, .............);
}
catch (Exception)
{
....
}

[NinjaTrader_Tim]

Hi ATI user,

This likely has to do with the value for the entry you are using. Ensure it is not above the market for a sell order, or that is does not exist between the spread of the bid and ask.

[ATI user]

I know what is causing the error...quick market

my post was how to catch the exception instead of having the stop rejected and therefore an uncovered position

i.e. how do I "catch" the exception?

[NinjaTrader_Tim]

Hi ATI user,


You cannot "catch" this type of error, the error is a result of the order being rejected by your broker (or simulated).

You will need to submit a valid Stop order price.

The other alternative is to disable realtime error handling, and resubmit the Stop, at a valid price.
More info at - http://www.ninjatrader-support.com/H...eErrorHandling

[ATI user]

it would appear that
protected override void Initialize()
{
RealtimeErrorHandling = RealtimeErrorHandling.TakeNoAction;
}
private IOrder stopLossOrder = null;
protected override void OnBarUpdate()
{
if (entryOrder == null && Close[0] > Open[0])
EnterLong();

if (stopLossOrder == null)
stopLossOrder = ExitLongStop(Position.AvgPrice - 10 * TickSize);
}
protected override void OnOrderUpdate(IOrder order)
{
if (stopLossOrder != null && stopLossOrder.Token == order.Token)
{
// Rejection handling
if (order.OrderState == OrderState.Rejected)
{
// Stop loss order was rejected !!!!
// Do something about it here
}
}
}

does not apply to atm originated trades ...right?

....edit......................................

seems to me that:

if (orderIdLONG.Length > 0)
{
string[] status = GetAtmStrategyEntryOrderStatus(orderIdLONG );
if ( status.GetLength(0) > 0 && status[2] == "Filled"
)
{
}
if (status[2] == "Rejected")
...do something

should work...but does not pickup the rejection of the "stop1" being placed....just the "entry" portion

how do I access 'stop1' rejections for atm trades??

[NinjaTrader_Tim]

Hi ATI user,

The RealtimeErrorHandling will allow you to ignore rejected order, however, you are correct, if you decide to use this feature, you will not be able to monitor order from strategies that call ATM strategies.