Reference sample question

[NinjaTrader_RyanM1]

Hi Tom,

Did you see my previous reply? Let's isolate to one sample at a time. Break down the steps needed to see an issue. If you made changes that make it easier to reproduce in real time, you can attach and will test here.

[marotom]

HI Ryan,

ok. I'll take one after the other the questions. my biggest problem is with the Reference Samples number 14. Using OnOrderUpdate() and OnExecution() methods to submit protective orders and 16. Using CancelOrder() method to cancel orders.
when I'd like run real-time gives me constantly errors. as can be see under picture 1 and 2. I've attached only to the original script: TraceOrders, and if (Historical) return; to run only in real time. the script are applicable to NT7. I attached the amended script.
question: why can give me this error? the problem can be at my PC? occur this at You? I give it on real-time data not only using MR.
thanks Tom (I hope I didn't ask lot at a time)

[NinjaTrader_RyanM1]

Hi Tom,

The basic functionality of those samples is working for me here.
The message you're getting means that it's submitting at an invalid stop price and is rejected. To track this behavior you can use print statements and trace orders output.

Check the value of your orders compare to the last traded price. For sell stop orders, they should be below the last traded price.

If the message always comes on stop loss modification, maybe consider changing CalculateOnBarClose to false. Since it's currently set to true, it may be moving too late then and at an invalid price.

[marotom]

Hello Ryan,

I've tried to set CalculateOnBarClose to false but accur nothing. I follow your instruction I'll monitor it more painstaking.
have a nice weekend!

[marotom]

Hello,

a short question:
- the OnOrderUpdate() will immediately update at this time too when I use an entry method in the OnOrderUpdate()? e.g. ExitLong, EnterLong...
thanks for answer

[NinjaTrader_RyanM1]

Hi Tom,

Yes, OnOrderUpdate() triggers when ever there is a change in order state. When you submit these orders, OnOrderUpdate is triggered for the first PendingSubmit. You could use something like this to check each time this triggers for an order.

protected override void OnOrderUpdate(IOrder order)
{
Print(order.ToString());
}

[marotom]

thanks for answer

[marotom]

Hello,

could you clarify how does the OnOrderUpdate() work correctly?
I print an text within OnOrderUpdate() when the strategy open an position and the OnOrderUpdate() updates, and its name will change. but IOrder state changes will loop 4 times at open position, as can be seen on picture. is it routine procedure? should I calculate with this behavior extra info? what throws it?

I attached a picture and the script
thanks for answer. Tom

[NinjaTrader_Bertrand]

Tom, I would suggest you print the state changes, too since 'the OnOrderUpdate() method is called every-time an order managed by a strategy changes state. An order will change state when a change in order quantity, price or state (working to filled) occurs.'

[marotom]

thanks. I see.