CancelOrder() not work

[Sauronix]

Sorry for my bad English.
Try use CancelOrder() but command does not work!

EntryAskOrder=EnterShortLimit(quantity,EnterPrice,"Open Short");

if (EntryAskOrder != null)
		  {
			
		min=EntryAskOrder.LimitPrice+AskShift+Shift;
		   if (GetCurrentAsk() < min)
			{
				Print("Try cancel Order id="+EntryAskOrder.Token.ToString()+",State="+EntryAskOrder.OrderState.ToString());
				CancelOrder(EntryAskOrder);
				
 			}
		  }

in Output window i see that

Bid=1068
Calc Price=1067
12.07.2010 13:14:00 Entered internal PlaceOrder() method at 12.07.2010 13:14:00: Action=Buy OrderType=Limit Quantity=1 LimitPrice=1067,00 StopPrice=0 SignalName='Open Long' FromEntrySignal=''
Order Changed: id=ff8629b187be4257a1ccb0075225ffd0;State=PendingSubmit
Order Changed: id=ff8629b187be4257a1ccb0075225ffd0;State=Accepted
Order Changed: id=ff8629b187be4257a1ccb0075225ffd0;State=Working
Try cancel Order id=ff8629b187be4257a1ccb0075225ffd0,State=Working
Try cancel Order id=ff8629b187be4257a1ccb0075225ffd0,State=Working
Try cancel Order id=ff8629b187be4257a1ccb0075225ffd0,State=Working
Try cancel Order id=ff8629b187be4257a1ccb0075225ffd0,State=Working
Try cancel Order id=ff8629b187be4257a1ccb0075225ffd0,State=Working

Help please. What I do wrong?

[NinjaTrader_Bertrand]

Welcome to our forums here at NinjaTrader - could it be the order expires to quick before you get a chance to cancelOrder it? It would just last for one OnBarUpdate() per default, try for example submitting the original one with liveUntilCancelled set to true -

http://www.ninjatrader-support.com/HelpGuideV6/EnterLongLimit.html

[Sauronix]

For Long order CancelOrder() work if I use "EnterLongLimit(0,true,quantity,EnterPrice,"Op en Long")" but
with short orders this don`t work. OrderState Changed to "Canceled" but event OnOrderUpdate() does not occur.

[NinjaTrader_Bertrand]

Which NT version are you using as you run into this issue (Help > About).

Please just run your short order part and enable the TraceOrders feature in the Strategy's Initialize() to debug your order behaviors.

http://www.ninjatrader.com/support/forum/showthread.php?t=3627

[Sauronix]

NT 6.5.1000.16, TraceOrders=true; Instrument=ES 09-10.
in Output Window I see message "Cancelled custom managed order" but function OnOrderUpdate() not run and order not cancel at NT orders tab.

[NinjaTrader_Austin]

Sauronix, could you please provide the code sample that you're using here that does not cancel the order? We'd like to test this out on our end and see if there is anything else that could be going on.

[Sauronix]

Enter order code:

if (devi>MinTradeDeviation && devi<MaxTradeDeviation && Position.MarketPosition==MarketPosition.Flat)
		 {
	  
		if (em>Close[0]) 
	      {
			if (EntryBidOrder==null && EntryAskOrder==null)
			{
				firstExitTry=false;
				EnterPrice=GetCurrentBid()-bidShift;
				Print("Bid="+GetCurrentBid());		
				Print("Calc Price="+EnterPrice.ToString());
				EntryBidOrder=EnterLongLimit(0,true,quantity,EnterPrice,"Open Long");
			}
		  } 
	   if (em<Close[0]) 
			{
			if (EntryBidOrder==null && EntryAskOrder==null) 
			{
		    	firstExitTry=false;
				EnterPrice=GetCurrentAsk()+AskShift;
		    	Print("Ask="+GetCurrentAsk());
				Print("Calc Price="+EnterPrice.ToString());
				EntryAskOrder=EnterShortLimit(0,true,quantity,EnterPrice,"Open Short");}
 			}
		 }
		
		}

Cancel order code:

if (EntryBidOrder != null)
		  {
	
			max=EntryBidOrder.LimitPrice+BidShift+Shift; //Правильный вариант
		   if (GetCurrentBid() > max)
			{
				Print("Try cancel Order id="+EntryBidOrder.Token.ToString()+",State="+EntryBidOrder.OrderState.ToString());
				CancelOrder(EntryBidOrder);
				
			}
		  }
		
		if (EntryAskOrder != null)
		  {
			
			min=EntryAskOrder.LimitPrice-AskShift-Shift; //Правильный вариант
		   if (GetCurrentAsk() < min)
			{
			Print("Try cancel Order id="+EntryAskOrder.Token.ToString()+",State="+EntryAskOrder.OrderState.ToString());
				CancelOrder(EntryAskOrder);
 			}
		  }

[NinjaTrader_Bertrand]

Thanks Sauronix, could you please send us the complete script also with the OnOrderUpdate() section to support at ninjatrader dot com referencing this thread?

Also: have you tried the same script on our NT7 beta?