Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Ignored Order with the Strategy Analyzer - Optimizer

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Ignored Order with the Strategy Analyzer - Optimizer

    I have a weird scenario you may be able to help me with.

    I have a strategy I have been running for a while successfully and I decided to try and optimize it with the Strategy Analyzer Optimizer.

    I can successfully back test and optimize the strategy using Minute data series.

    The problem occurs when I try to optimize the strategy using type Volume.

    Here is a small sample:

    protected override void OnBarUpdate()
    {

    if (Close[0] > (EMA(EMA1)[0]))
    {
    EnterLongLimit(quantity,EMA(EMA1)[
    0] + TickSize,"My Strategy");
    }
    if (Close[0] < (EMA(EMA1)[0]))
    {
    EnterShortLimit(quantity,EMA(EMA1)[
    0] - TickSize,"My Strategy");
    }
    }

    The error is:
    An Enter() method to submit an entry order at '4/8/2009 2:50:40 PM' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.

    Is there an issue using Volume charts?

    It is very unusual since this works on backtesting as well as optimize as long as I stay with Minute charts.
    It only has issues with Volume charts.

    I have tried to output data to see what is causing it to break but I do not get any bad data.

    I have also read through the Internal Order Handling section to no avail.

    I took out the multi time frame code and have the same exact issue.

    Suggestions?


    #2
    gyoung,

    The rules mean you cannot place simultaneous working orders in opposite directions of the market. You will need to use TraceOrders = true to figure out when this occurs.
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      Will try to rewrite the code to limit it to one order at a time.

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by NeoTraderBot, Yesterday, 10:55 PM
      0 responses
      6 views
      0 likes
      Last Post NeoTraderBot  
      Started by OliverWaters, Yesterday, 10:35 PM
      0 responses
      6 views
      0 likes
      Last Post OliverWaters  
      Started by Graci117, 07-06-2024, 09:32 AM
      6 responses
      37 views
      0 likes
      Last Post Graci117  
      Started by AdamDJ8, 07-01-2024, 06:50 PM
      2 responses
      122 views
      0 likes
      Last Post AdamDJ8
      by AdamDJ8
       
      Started by AdamDJ8, 07-01-2024, 05:55 PM
      3 responses
      32 views
      0 likes
      Last Post AdamDJ8
      by AdamDJ8
       
      Working...
      X