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    BackTest trades

    Hi,

    I am implementing a multi instrument strategy and in the backtest results, one instrument has 'fills' while the other gets ''cancelled'. I need to know compute the net ProfitLoss in the code taking both, but since only one gets filled, it's not working. Could someone tell me the issue why am I getting ''cancelled'' during backtesting ?

    Thanks,

    Neo

    #2
    Hi neo_trader,

    I suggest using TraceOrders to idenitfy why the orders are either getting ignored or expiring.
    More info at - http://www.ninjatrader.com/support/f...ead.php?t=3627
    TimNinjaTrader Customer Service

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