SetStopLoss() overnight

[barbra streisand]

Hi there,
i developed a strategy which operates on a daily timeframe on a european market.
I use the SetStopLoss() command to set my exit level, if i open a position which stays open overnight, in the morning before the market opens i get my stoploss canceled and this line in my log:

6/20/2012 6:38:08 AM,Order,Order='173064694/DU117982' Name='Stop loss' New state=Unknown Instrument='FGBL 09-12' Action=BuyToCover Limit price=0 Stop price=141.55 Quantity=18 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='',

is there something i'm missing to keep my stop levels valid overnight?
Thank you, kind regards.

[NinjaTrader_Joydeep]

Hello barbra streisand,
Please set the TimeInForce parameter to Gtc from the strategy parameters box so that the orders dont gets cancelled after the end of the day.

http://www.ninjatrader.com/support/helpGuides/nt7/timeinforce.htm

Please let me know if I can assist you any further.

[barbra streisand]

Hello Joydeep,
thank you for your reply, unfortunately strategy's TimeInForce is already set to Gtc.
I use IB as broker, is it possible they don't support Gtc orders?
Thank you.

[NinjaTrader_Joydeep]

Hello barbra streisand,
Can you please check if Trigger After hours is checked or not in your Account connection

• In Control Center menu bar goto Tools>Account Connections..
• In the Account Connection dialog select your IB account connection and click on the Change button
• In the Connection Options dialog click Next, Next,

Please let me know if Trigger After Hours is checked or not.

I look forward to assisting you further.

[barbra streisand]

Hello,
yes, Trigger After Hours is checked already.

[NinjaTrader_Joydeep]

Hello barbra streisand,
Please uncheck Trigger After Hour in the account connection.

Also please make sure to uncheck “Allow triggering outside of regular trading hours” in TWS
(Configure > Order > Stop Trigger Method menu).


Please let me know if I can assist you any further.