Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

ExitLongLimit caceled in this simple script

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    ExitLongLimit caceled in this simple script

    Hi I whanna know why the script below are canceling the exit order as soon as I place them
    HTML Code:
    protected override void Initialize()
    {
        CalculateOnBarClose = false;
        TraceOrders = true; // marcar como false em produção
        EntriesPerDirection = 300;
        CalculateOnBarClose    = true;
        ClearOutputWindow();
    }
    protected override void OnBarUpdate()
    {
        if (!Historical) {
            Print("Position:"+Positions[0].Quantity+" Position:"+Positions[0].MarketPosition.ToString()+ " Close:"+Close[0]);
    
            if (Entra==null) {
                price1=Close[0]+(TickSize*1);
                price2=Close[0]+(TickSize*9);
                Print("E EnL: "+price1);
                Print("S ExL: "+price2);
                Entra = EnterLongStopLimit(0, true, 99999, price1, price1, "EnL");
            }
            if (Sai == null && Entra.OrderState == OrderState.Filled) {
                Sai = ExitLongLimit(price2, "ExL", "EnL");
            }
        }
    }
    protected override void OnOrderUpdate(IOrder order)
    {
        Print("OnOrderUpdate:"+order.ToString());
    }
    below is the output window log for the script
    **NT** Enabling NinjaScript strategy 'MV01/6ffbf63ba86b4a908283a77a69de7e9f' : On starting a real-time strategy - StrategySync=WaitUntilFlat SyncAccountPosition=False EntryHandling=AllEntries EntriesPerDirection=300 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=True/ triggering 30 before close Set order quantity by=Strategy ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=False CancelExitOrdersOnDisable=True CalculateOnBarClose=True MaxRestarts=4 in 5 minutes
    Position:0 Position:Flat Close:1.17
    E EnL: 1.1701
    S ExL: 1.1709
    3/21/2016 10:00:04 PM Entered internal PlaceOrder() method at 3/21/2016 10:00:04 PM: BarsInProgress=0 Action=Buy OrderType=StopLimit Quantity=99,999 LimitPrice=1.1701 StopPrice=1.1701 SignalName='EnL' FromEntrySignal=''
    OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PendingSubmit Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
    OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=Accepted Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
    Position:0 Position:Flat Close:1.17
    OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=Working Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
    OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=10007 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
    OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=20007 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
    OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=30013 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
    OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=40017 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
    OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=50020 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
    OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=60027 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
    OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=70034 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
    OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=80039 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
    OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=90047 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
    OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=Filled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=99999 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
    Position:99999 Position:Long Close:1.1701
    3/21/2016 10:00:06 PM Entered internal PlaceOrder() method at 3/21/2016 10:00:06 PM: BarsInProgress=0 Action=Sell OrderType=Limit Quantity=0 LimitPrice=1.1709 StopPrice=0 SignalName='ExL' FromEntrySignal='EnL'
    OnOrderUpdate:Order='7a30b9f0e0bd486aab2fab375d34d 7d4/Sim101' Name='ExL' State=PendingSubmit Instrument='$AUDUSD' Action=Sell Limit price=1.1709 Stop price=0 Quantity=99,999 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7a30b9f0e0bd486aab2fab375d34d7d4' Gtd='1/1/0001 12:00:00 AM'
    OnOrderUpdate:Order='7a30b9f0e0bd486aab2fab375d34d 7d4/Sim101' Name='ExL' State=Accepted Instrument='$AUDUSD' Action=Sell Limit price=1.1709 Stop price=0 Quantity=99,999 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7a30b9f0e0bd486aab2fab375d34d7d4' Gtd='1/1/0001 12:00:00 AM'
    OnOrderUpdate:Order='7a30b9f0e0bd486aab2fab375d34d 7d4/Sim101' Name='ExL' State=Working Instrument='$AUDUSD' Action=Sell Limit price=1.1709 Stop price=0 Quantity=99,999 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7a30b9f0e0bd486aab2fab375d34d7d4' Gtd='1/1/0001 12:00:00 AM'
    Position:99999 Position:Long Close:1.1701
    3/21/2016 10:00:07 PM Cancelled expired order: BarsInProgress=0: Order='7a30b9f0e0bd486aab2fab375d34d7d4/Sim101' Name='ExL' State=Working Instrument='$AUDUSD' Action=Sell Limit price=1.1709 Stop price=0 Quantity=99,999 Strategy='MV01' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='7a30b9f0e0bd486aab2fab375d34d7d4' Gtd='12/1/2099 12:00:00 AM'
    OnOrderUpdate:Order='7a30b9f0e0bd486aab2fab375d34d 7d4/Sim101' Name='ExL' State=PendingCancel Instrument='$AUDUSD' Action=Sell Limit price=1.1709 Stop price=0 Quantity=99,999 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7a30b9f0e0bd486aab2fab375d34d7d4' Gtd='1/1/0001 12:00:00 AM'
    OnOrderUpdate:Order='7a30b9f0e0bd486aab2fab375d34d 7d4/Sim101' Name='ExL' State=Cancelled Instrument='$AUDUSD' Action=Sell Limit price=1.1709 Stop price=0 Quantity=99,999 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7a30b9f0e0bd486aab2fab375d34d7d4' Gtd='1/1/0001 12:00:00 AM'
    Position:99999 Position:Long Close:1.1701
    Position:99999 Position:Long Close:1.1701
    Position:99999 Position:Long Close:1.1701

    #2
    Hello rstriquer,

    Thanks for your post.

    The order was cancelled because in the managed approach, 4th key point, "By default, orders submitted via Entry() and Exit() methods automatically cancel at the end of a bar if not re-submitted"
    http://ninjatrader.com/support/helpG...d_approach.htm

    Alternatively you can use a different overload for the EnterLongLimit() method that allows you to specify the bool "LiveUntilCancelled". Please see this overload:

    The following method variation is for experienced programmers who fully understand Advanced Order Handling concepts.
    ExitLongLimit(int barsInProgressIndex, bool liveUntilCancelled, int quantity, double limitPrice, string signalName, string fromEntrySignal)

    http://ninjatrader.com/support/helpG...tlonglimit.htm
    Paul H.NinjaTrader Customer Service

    Comment


      #3
      Ok, sow my error.

      Beginners mistakes.

      Thanks.

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by DJ888, 04-16-2024, 06:09 PM
      4 responses
      12 views
      0 likes
      Last Post DJ888
      by DJ888
       
      Started by terofs, Today, 04:18 PM
      0 responses
      5 views
      0 likes
      Last Post terofs
      by terofs
       
      Started by nandhumca, Today, 03:41 PM
      0 responses
      5 views
      0 likes
      Last Post nandhumca  
      Started by The_Sec, Today, 03:37 PM
      0 responses
      3 views
      0 likes
      Last Post The_Sec
      by The_Sec
       
      Started by GwFutures1988, Today, 02:48 PM
      1 response
      9 views
      0 likes
      Last Post NinjaTrader_Clayton  
      Working...
      X