Rejected Order

[ScalperCol]

Hi
I placed a live order based on an automated strategy, and it was rejected immediately.

Can anyone advise the reason for this?

The following was in the log file.

"An Enter() method to submit an entry order at '22/05/2009 1:37:25 a.m.' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation."
and
"Starting NinjaScript strategy '4TeamDailyStopsPerTradeStops/7953d7f05f2b4648aa43da99a35bb6ec' : On starting a real-time strategy - StrategySync=WaitUntilFlat EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=True/ triggering 30 before close Set order quantity by=Strategy"

[NinjaTrader_Bertrand]

ScalperCol, thanks for your post, please check the last section in this link for more info about the 'Internal Order Handling Rules' - http://www.ninjatrader-support.com/H...verview36.html

[ScalperCol]

Thanks Bertrand

I am a little confused because I have forward tested this strategy in Sim for weeks now, and now when I want to go live, I get these errors. Could you explain why there was no problem in sim.

[NinjaTrader_JoshP]

ScalperCol,

The rules have always been in place regardless of whether you are live or sim. You probably just never ran into a particular case where the rules applied while testing in sim.

[ScalperCol]

That was of no help at all.

I have taken sim trades since the attempt to go live, and have taken sim trades for weeks and not once did an order get rejected. Every time I try a live attempt it gets rejected. (100% correlation) Surely there are some rules regarding orders that are different in live market when compared to sim market.

Thanks

[NinjaTrader_JoshP]

Nope. All the rules are applied all the time. There is no "if sim, don't apply the rules". If you are having issues with live orders it just means you are running into scenarios live that you have no on sim.

I suggest you debug your strategy with TraceOrders = true and find where you are breaking the rules and adjust your code to address them. http://www.ninjatrader-support2.com/...ead.php?t=3418

http://www.ninjatrader-support2.com/vb/showthread.php?t=3627

[ScalperCol]

Thanks Josh

Fantastic Support

Hoefully I can get my head around this one.

Cheers