Issue With IB

[Jean-Marc-Molina]

Hi,

I had posted in the wrong thread. I open a new thread. Details to follow.

[Jean-Marc-Molina]

Issue with IB - Stop Orders

Hi,

I've programmed a Strategy that works fine in Backtest mode when using it with the SIM account. However when I use it in real trading with IB, once the entry is executed, the associated stop order is pending and then canceled a few minutes later. Any tip on how to solve the issue?

Thanks and regards.

[Jean-Marc-Molina]

NT Logs

Hi,

Here what I've found in the log. The Stop Order was canceled with Error code 202




02/06/2009 16:15:02;Order;Order='626726526/U386013' Name='Sell' New State=Cancelled Instrument='CAC40 06-09' Action=Sell Limit price=0 Stop price=3370,5 Quantity=3 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)';



02/06/2009 16:15:02;Order;Order='626726526/U386013' Name='Sell' New State=PendingCancel Instrument='CAC40 06-09' Action=Sell Limit price=0 Stop price=3370,5 Quantity=3 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='';


02/06/2009 16:10:00;Order;Order='626726526/U386013' Name='Sell' New State=Accepted Instrument='CAC40 06-09' Action=Sell Limit price=0 Stop price=3370,5 Quantity=3 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='';

[Jean-Marc-Molina]

Hi Josh,

Sorry for posting in the wrong thread. I 'll activate the Traces.

BTW, in the NT strategy I am no canceling stop orders but eventually change the StopValue in the ExitLongStop(StopValue) Order . This works in SIM mode or backtest. Any issue about using that mode with IB?

Thank you in advance.


JM
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Josh Wrote
To go about figuring out why your orders are canceled you will need to use TraceOrders = true as per this tip: http://www.ninjatrader-support2.com/...ead.php?t=3627
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[NinjaTrader_Bertrand]

Jean-Marc-Molina, thanks for opening a new thread, the trace orders are the way to go. It could be you modify your stop order to an invalid price that is rejected from your broker...

[Jean-Marc-Molina]

Jean-Marc-Molina, thanks for opening a new thread, the trace orders are the way to go. It could be you modify your stop order to an invalid price that is rejected from your broker...

Thank you.

I am not sure. the first order with the same stop price (3370,5) had not been rejected 5 minutes before.

I will see with the traces tomorrow.