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Repetitious cancellation orders grinding system to a halt

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    #16
    Not sure what you are referring to. Please provide more information. Thank you.
    Josh P.NinjaTrader Customer Service

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      #17


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        #18
        Please use TraceOrders = true and print those logs here. Please also provide the code snippet being executed. Thank you.
        Josh P.NinjaTrader Customer Service

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          #19
          if (reversalPrice != null)
          {
          if (Position.MarketPosition == MarketPosition.Long && Close[0] >= reversalPrice)
          {
          SetStopLoss(CalculationMode.Ticks, 5);
          EnterShort(DefaultQuantity, "Scalp sell");
          EnterShort(DefaultQuantity, "Sell short");
          reversalPrice = null;
          }
          else if (Position.MarketPosition == MarketPosition.Short && Close[0] <= reversalPrice)
          {
          SetStopLoss(CalculationMode.Ticks, 5);
          EnterLong(DefaultQuantity, "Scalp buy");
          EnterLong(DefaultQuantity, "Buy");
          reversalPrice = null;
          }
          }
          I did not have my output window open when it occurred this time. I will have it open and print the logs the next time it happens.

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            #20
            "Profit Target" was the name of your cancelled order. I do not see you using SetProfitTarget in the snippet. TraceOrders will be critical to evaluate what is going on.
            Josh P.NinjaTrader Customer Service

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              #21
              SetProfitTarget is used only in the initialize section:

              protected override void Initialize()
              {
              SetProfitTarget("Scalp sell", CalculationMode.Ticks, 8);
              SetProfitTarget("Scalp buy", CalculationMode.Ticks, 8);
              SetProfitTarget("Buy", CalculationMode.Ticks, 16);
              SetProfitTarget("Sell short", CalculationMode.Ticks, 16);
              IncludeCommission = true;
              TimeInForce = Cbi.TimeInForce.Day;
              EntriesPerDirection = 1;
              TraceOrders = true;
              EntryHandling = EntryHandling.UniqueEntries;
              }

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