Tradestation/Ninja Order timing.

[sgordon77]

In Tradestation, if I enter a position, and place a Profit and stop, when I reach one of those, the other is automatically canceled.

For example:
if AverageFC(10) crosses over AverageFC(100) then
buy next bar at market;

if marketposition = 1 then begin
sell next bar at entryprice + 10 limit;
sell next bar at entryprice - 10 stop;
end;

When one of the 2 exit orders is hit, the other is IMMEDIATELY cancelled.

However, if I use the following EL code, the other order is not canceled until the beginning of the next bar.

if lastbaronchart and NTConnected(1) then begin
if AverageFC(10) crosses over AverageFC(100) then
NTBuyMarket("LE",1);

if NTmarketposition("") > 0 then begin
NTSellLimit("LPT",entryprice + 10, 1);
NTSellStop("LStop",entryprice - 10, 1);
end else begin
NTCancel("LPT");
NTCancel("LStop");
end;
end;

I appreciate your help in advance!

[sgordon77]

Forgot to mention, this is all running in simulation mode.

[NinjaTrader_JoshP]

sgordon77,

That is because your orders are not submitted as OCO orders. Your cancellation command is not sent until the next bar that is why you don't see it till the next bar. If you want OCO you need to use NTCommand to submit your orders.