Multi Time Frame Strategy Cancellation

[jthom]

Hello,

I currently have a multitimeframe strategy setup on 4 range and 1 range bars. 4 range handle the entry conditions and initial entry order, while the 1 range series handles order cancellation if the close price moves 2 ticks away from entry order.
The problem im having is that once an order has been placed, a cancellation preceeds it immediately.

if (Position.MarketPosition == MarketPosition.Flat && BarsInProgress == 0) { 
  if (Bla Bla) {
     entryOrder1 = EnterLongLimit(0, true, DefaultQuantity, Close[0] - 2 * TickSize, "Long 1a");
     Buy = true;}
if (Position.MarketPosition == MarketPosition.Flat && BarsInProgress == 1) {
   if (Buy == true && entryOrder1 != null && entryOrder1.LimitPrice != null && Close[0] == entryOrder1.LimitPrice + 2 * TickSize) { 
   CancelOrder(entryOrder1);
   Buy = false;} 

The issue seems to be the use of Close[0] in BarsArray = 1. If I use Closes[0][0], it will wait for next 4 range bar to close before cancelling order, which is too far away.
I cannot use Indicator(BarsArray[1])[0] command as the indicator is custom 3rd party.
CalculateonBar close is true.
Any ideas on how to combat this?

Thanks

James

[NinjaTrader_JoshP]

James,

I suggest you actually print what the Close[0] is and what your LimitPrice is being evaluated as. Then compare it to what you see on the chart to see how they can be evaluated together.

[jthom]

Hey Josh,

Yeah i have done that. The problem still exists though.

[NinjaTrader_JoshP]

jthom,

Can you please provide me with what kind of print outs you were receiving numerically? Thank you.

Also, please turn on TraceOrders = true so you can see the exact reason an order was cancelled. Thanks.