multi time frame error

[woodside]

Came across an issue with multi time frame strategies.

My strategy runs on a one minute bar, I add in a 15 minute bar. The entire strategy runs within barsinprogress=0

Every 15 minutes my order(s) get cancelled, then resubmitted a minute later.

This ONLY happens with real accounts (both IB and MBT). Running it on simulation accounts the orders don't get canceled and seem to work like they should.

-Erik

[NinjaTrader_Dierk]

You would need to debug your strategy in order to understand why it fails:

http://www.ninjatrader-support.com/vb/showthread.php?t=3627

http://www.ninjatrader-support.com/vb/showthread.php?t=3418

[woodside]

This is the cancel message:

12/10/2007 11:00:02 AM Cancelled expired order: BarsInProgress=1: Order='0tu0808:042i/72435209' Name='LongLimit' State=Working Instrument='YM 12-07' Action=Buy Limit price=13729 Stop price=0 Quantity=1 Strategy='RegressionOneMinute' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='8dc589c61f0a4590bdf31a8daf09e625'

The orders are all getting set with barsinprogress=0

This works fine on sim accounts, not on real accounts.

I don't use barsinprogress=1 anywhere in my stragegy.

[NinjaTrader_Dierk]

Please provide a simple as possible strategy which exhibits your problem and either post is here or mail it to "dierk AT ninjatrader DOT com".

Also: please provide a screenshot of the strategy settings you apply. Thanks