Order Cancels Right Away

[heyligerb]

Hi all.

Using this code shown below. After meeting the "Bars formula" below, an order is submitted, and immediately canceled. I'd like to have the order stay active for the duration of the following bar, using a buy/sell price of the last closing bar (Close[0]), and this has been my experience as the default action with other strategy I've built. However it does not appear to be working with this strategy, and I can't seem to figure out why...

The time frame I'm using is a 2-min, and caclulateonbarclose = true.


// Bars formula
int greenbars=0;
int redbars=0;
for (int x=0;x<signalbars;x++)
{
if (Closes[1][x]>Opens[1][x])
greenbars++;

if (Closes[1][x]<Opens[1][x])
redbars++;
}

// Short Order
if (
greenbars==signalbars &&
tradeshort == true &&
tradepermission == true
)

SE=EnterShortLimit(1,false,tradesize,Close[0],"");
barNumberOfOrder = CurrentBar;


// Long Order
if (
redbars==signalbars &&
tradelong == true &&
tradepermission == true
)

LE=EnterLongLimit(1,false,tradesize,Close[0],"");

[NinjaTrader_JoshP]

If you do not keep the order alive it will automatically expire and cancel. To prevent this you can either keep the order alive by resubmitting or you can use the liveUntilCancelled parameter set to true. If you choose the latter you will have to use CancelOrder() when you are ready to cancel it.

[heyligerb]

Right...

But by default, shouldn't the order stay active until the next bar update, which is 2-min since I'm using a 2-min bar and calculateonbarclose = false?

Brian

[NinjaTrader_JoshP]

You are using multi-time frame. You may need to keep it alive on the other BarsInProgress.

[heyligerb]

Thanks! Think I get it now.