order cancellation message

[brucelevy]

9/22/2015 12:41:03 PM Amended stop order: Order='86bdfacafc2d40f6b85de20c02df8e02/Sim101' Name='Stop loss' State=Accepted Instrument='YM 12-15' Action=Sell Limit price=0 Stop price=16151 Quantity=1 Strategy='VolatilityTrader' Type=Stop Tif=Gtc Oco='1b045cef11fc42eaa7eb8555d10f0abd-429' Filled=0 Fill price=0 Token='86bdfacafc2d40f6b85de20c02df8e02' Gtd='12/1/2099 12:00:00 AM'

9/22/2015 12:41:03 PM Cancelled pending exit order, since associated position is closed: Order='86bdfacafc2d40f6b85de20c02df8e02/Sim101' Name='Stop loss' State=Accepted Instrument='YM 12-15' Action=Sell Limit price=0 Stop price=16151 Quantity=1 Strategy='VolatilityTrader' Type=Stop Tif=Gtc Oco='1b045cef11fc42eaa7eb8555d10f0abd-429' Filled=0 Fill price=0 Token='86bdfacafc2d40f6b85de20c02df8e02' Gtd='12/1/2099 12:00:00 AM'



Here is a screen shot of the above trade, I don't know why it has exited like that, the exit logic is either 10 ticks then breakeven or the yellow line crossbelow the pink... The swing stops look like they were placed 3 ticks below the swing low at 16151 according to the log which is correct..

https://gyazo.com/e797f1ecfa573e8515ef63397aa74cef

[NinjaTrader_ChelseaB]

Hello brucelevy,

Try printing the position outside of that condition.

Print(Time[0] + " | " + Position.MarketPosition);

[brucelevy]

I put in the trade but I am getting thousands of these occurrences where it prints exits..

I have this before any of the exits so I don't know why its printing exits if its not in a position

if(Position.MarketPosition == MarketPosition.Long

9/22/2015 12:06:24 PM Ignored PlaceOrder() method: Action=BuyToCover OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal='S2' Reason='This was an exit order but no position exists to exit'
Exit Short trade at 1125.3 at 9/22/2015 12:06:22 PM

[NinjaTrader_ChelseaB]

Hello brucelevy,

The Log is showing that an order was cancelled after another order was executed. (It looks like a profit target filled to close a short position and then the associated stop was cancelled)

However, the Log wouldn't show you which condition is setting the stop loss to an invalid price or what the current ask or bid price is when the stop is placed.

TraceOrders and prints are going to give you this information.
TraceOrders - http://ninjatrader.com/support/helpG...raceorders.htm
Prints - http://ninjatrader.com/support/helpGuides/nt7/print.htm

[brucelevy]

I have the output window up now so if anything shows up ill repost; this is what I have for now from the log

https://gyazo.com/f9af9315907356bcced9314a69e091d1

[NinjaTrader_ChelseaB]

Hello brucelevy,

When calculating the price of your stop are you checking that the buy stop is above the ask or that the sell stop is below the bid?

Do you have prints that show the price that the order is being set to along with the current bid or ask price?
http://ninjatrader.com/support/helpGuides/nt7/print.htm

If so, please attach these prints to your next post.

[brucelevy]

Hey guys, so I'm trying to figure out whats going on. When the system enters an order it sometimes puts the stops above price for a long although it is set to put stops below swing lows - 3 ticks... Having some trouble deciphering where the issue is.

The swing stop strength is set to 5 and I noticed that price is in a downtrend and there are not swing lows anywhere near price, could this be the issue?

chart with no swing lows

https://gyazo.com/90c17df7bc706f34357c42dc8bb503ba

error messages

https://gyazo.com/fade60e9eb2ee41f5db6f45e8e6f54e3

https://gyazo.com/df150b284c17308f8977eb563870dbfd