An exit order placed. . . has been ignored

[NinjaTrader_Dierk]

1. Regardless of whether OnOrderUpdate() is in sync with the bars series object, at the time OnOrderUpdate() is called, you are nevertheless in some kind of bar or tick, right? All I am asking is that the reported time is wrong with regard to the latest bar. My assertion is that even if I had run the backtest against 1990 data (if one were available), the Time[0] in OnOrderUpdate() would report today 2007--in some cases--you can see from the printout that you get the timestamp right in some cases. This appears like a bug, wouldn't you agree?

Incorrect. Time[0] follows exact same logic as e.g. Close[0], meaning you would get the timestamp (or close value) of the bar being processing which is (a) backtest: the historical bar being processed and (b) live: the "rightmost" bar.

[henry.omd]

Thanks Dierk, let me see if I understand you correctly:
In backtest then, if I were testing with data from 2006/1/1 to 2006/12/31, I should never expect to see 2007/12/31 for Time[0] in OnOrderUpdate().

Did I understand you correctly?

[NinjaTrader_Ray]

Dierk is off for rest of the day but from my understanding, that is correct.

[henry.omd]

Thanks Ray, with the following output, I now fully understand what Dierk meant:

5/24/2006 12:00:00 AM Entered internal PlaceOrder() method at 5/24/2006 12:00:00 AM: Action=Buy OrderType=Limit Quantity=1 LimitPrice=1.2717 StopPrice=0 SignalName='' FromEntrySignal=''
20070101: Order='NT-00000/Back101' Name='Buy' State=PendingSubmit Instrument='$EURUSD' Action=Buy Limit price=1.2717 Stop price=0 Quantity=1 Strategy='RSITRAD' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='e3278a1193b94d8fac2d8077efedb889' Gtd='12/1/2099 12:00:00 AM'
20070101: Order='NT-00000/Back101' Name='Buy' State=Accepted Instrument='$EURUSD'

My guess as to what is going on is that in historical backtest, the Time[0] in OnOrderUpdate() is still the right most bar. In this test, the data set is 2006. So I guess it thinks the "rightmost" data set is 2007/1/1, as you see in the output.

I at least understand that this is consistent with the live case, and maybe can even imagine that this is preferred by the developers. On the other hand, I found this confusing, because I expected--perhaps mistakenly--that Time[0] in OnOrderUpdate() would reflect the simulated order fill time in NT. I am guilty of expecting NT simulation to feel as close to the real thing as possible.

At any rate, now I understand, and will move on. Thanks for your help.
-Henry

[NinjaTrader_Dierk]

This is a bug where basically Open[0], Close[0]...Time[0] does not work as expected in the new OnOrderStatus/OnExecution etc. methods. This bug will be fixed with next 6.5 update. Thanks for reporting.