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Inconsistent Order Persistence

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    Inconsistent Order Persistence

    Having a problem with particular orders that will not persist more than one bar in a backtesting strategy.

    In the strategy, entry, profit target, and protective stop orders are created at various times. The protective stop orders (ExitLongStop) are always cancelled the next bar, but the entry and profit target orders (EnterLongStopLimit and ExitLongLimit) remain in force as they should.
    Already using "TimeInForce = Cbi.TimeInForce.Day" in the Initialize block -- I understand this is what is supposed to keep orders in force all day until filled or cancelled.

    Right now I'm forced to use a kludgy workaround, but it may become unwieldy or unworkable as the strategy grows or becomes more complex. What could be the explanation of this inconsistent order persistence ?

    #2
    Shogun SunTzu,

    Those orders expire at the end of the bar unless you resubmit it to let the script know to keep it alive. Please see this article for options available to you: http://www.ninjatrader-support.com/H...tml?Overview36

    Please review the "Order Submission for Entry and Exit Methods - Basic Operation" section.
    Josh P.NinjaTrader Customer Service

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