Cancelled order due to end of session handling

[Tony345]

Hi NinjaTrader,

My intraday strategy (period 30 minutes) exits a long potion by market order, ExitLong(), based on some criteria. Also it has a stop-loss order which may last several days.

There is problem running it on TDAmeritrade because TDA does not allow market-sell order to have Gtc TimeInForce.

Like, if I set Strategy TimeInForce to Gtc, ExitLong() will be rejected by TDA and startegy stopped; if I set Strategy TimeInForce to Day, it is incorrect to my Stop-Loss orders, which may last several days.

I wonder what is the proper way of dealing this situation. Or the ExitLong() order method has a time-in-force attribute I failed to notice? Right now time-in-force seems can only be set at Strategy level.

Thank you Ninja.

[NinjaTrader_BrandonH]

Hello Tony345,

Thanks for your post.

If your connection is through TD Ameritrade, the strategy using Market orders must be set to Time In Force = DAY. Unfortunately, this must be set up on Strategy initialization, so there would be no way to exclusively set your exit orders to TIF = GTC at run time. The strategy would be able to use the GTC time in force if the entry order were not a Market type order.

Please let me know if I can assist any further.

[Tony345]

Hi Brandon,

I see. Thank you.