Best way to cancel all orders at the end of the day?

[GKonheiser]

Hi,

How can I best cancel all orders at the end of the day? I am working with GTCs want them pulled at the end of the day?

[NinjaTrader_CalH]

GKonheiser,

You can create a time filter for the end of the day that will cancel any working orders or close any positions that you may have open.

[GKonheiser]

Exit on close is taking care of the positions its just the orders that need to be cancelled. What is the command to pull all orders?

[NinjaTrader_CalH]

There are two methods to use.

The first one is the supported method -
CancelOrder(IOrder order);

The second is unsupported code -
CancelAllOrders(bool Entries, bool Exits);

Note that with the unsupported code, we would not be able to provide assistance with any debugging or scripting with it.

[GKonheiser]

I have 12 possible orders that can exits on close, can I just cancel all of the possibilites or will this generate errors, ie should I do a null check first:

Secondly is there a command to check for the last bar in order to cancel the order, something like:-

If(lastBar)

[NinjaTrader_CalH]

It is generally good practice to do a null check for your script.

There is no last bar function in NinjaScript as the script would not know what the last bar would be.
This is why I suggested the Time filter. You can use the GetNextBeginEnd() to get the time for when the session ends and use that in your time filter-
GetNextBeginEnd()

[GKonheiser]

Thanks that great. I will play round with that. Quick question how do I set max look back bars to infinity?

[NinjaTrader_CalH]

MaximumBarsLookBack = MaximumBarsLookBack.Infinite

This will go in the Initialize() Method.

http://www.ninjatrader.com/support/h...rslookback.htm

[GKonheiser]

Im getting an error when I try and and do the check for 5 mins before end of session, if(ToTime(Time[0]) == sessionEnd.AddMinutes(-5)),

Here is the full code snippet.

if(ToTime(Time[0]) == 80500) // Get the end of Session time for when to cancel orders
{
Bars.Session.GetNextBeginEnd(Time[0], out sessionBegin, out sessionEnd);

Print(sessionEnd.AddMinutes(-5));
}

if(ToTime(Time[0]) == sessionEnd.AddMinutes(-5)) // Order Canceling at end 5 mins before end of session.
{

[NinjaTrader_CalH]

What's the error?

Did you make sure to define sessionBegin and sessionEnd as DateTime variables?

[GKonheiser]

Yup,

private DateTime sessionBegin;
private DateTime sessionEnd;

error is :-

Strategy\PivotTrader2.cs Operator '-' cannot be applied to operands of type 'System.DateTime' and 'int' CS0019 - click for info 149 11
Strategy\PivotTrader2.cs Operator '==' cannot be applied to operands of type 'int' and 'System.DateTime' CS0019 - click for info 154 7

[NinjaTrader_CalH]

GKonheiser,

You do not need to use the ToTime() for the second condition.

The second error is coming from line 154 which is not displayed with the sample code you sent.

[GKonheiser]

Thanks. I changed that and it compiles fine now but I am getting the below error when I enable to strategy:-

**NT** Error on calling 'OnBarUpdate' method for strategy 'PivotTrader2/25bde81be8aa42489dd9972dff8c0030': You are accessing an index with a value that is invalid since its out of range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.

I just did a debug with Visual Studio and I can see what is causing the problem.

sessionEnd is coming back with a strange value, see below:

- sessionEnd {01/01/0001 00:00:00} System.DateTime

do you know why this would be happening?

[NinjaTrader_PatrickH]

Hello GKonheiser,

Thank you for your response.

Please add the following to the beginning of the OnBarUpdate() method:

if (Bars.FirstBarOfSession && sessionCount < 2)
    sessionCount++;
   
   if (sessionCount < 2) return;

You will need to add an int for the sessionCount in the Variables region as well.

Please let me know if this resolves the error message.