Strange trade handling

[Baruch]

NT support,
I use what you call "Advanced Order Handling".
I use 3 IOrders: EntryOrder, StopOrder and PTOrder.
For longs I issue in OnBarUpdate() an EntryOrder=EnterLong(TradeQuantity, Name)
Then in OnExecution() if Long:
StopOrder = ExitLongStop(SLPrice, "Stop", Name)
PTOrder = ExitLongLimit(PTPrice, "PT", Name)
Those orders are executed and then canceled (see order_bug.txt). Why are they canceled and why the quantity is Zero.
Second attempt :
StopOrder = ExitLongStop(TradeQuantity, SLPrice, "Stop", Name)
PTOrder = ExitLongLimit(TradeQuantity, PTPrice, "PT", Name)
In this scenario (order_bug2.txt) The quantity is correct, but still cancellation.
So now I do:
StopOrder = ExitLongStop(0, true, TradeQuantity, SLPrice, "Stop", Name)
PTOrder = ExitLongLimit(0, true, TradeQuantity, PTPrice, "PT", Name)

The question is: Why exit orders are canceled and why do I need the quantity? and do I need the last overload or there is something other wrong?

Baruch

[NinjaTrader_Brett]

Hello,

Thanks for the forum post.

Just to clarify:

StopOrder = ExitLongStop(0, true, TradeQuantity, SLPrice, "Stop", Name)
PTOrder = ExitLongLimit(0, true, TradeQuantity, PTPrice, "PT", Name)

The last option you tried works without cancellation correct?

I look forward to assisting you further.

[Baruch]

The last option you tried works without cancellation correct?

Yes, but I thought that only entries are canceled on a new bar, not exits.

[NinjaTrader_Brett]

Hello,

It also applies to exit orders as well.

Also, these orders are meant to work in OnBarUpdate(), running outside of this may give you some unexpected cancellation timing.

[Baruch]

Hi Bret,
Yes it applies to exits too. I had a blackout.
For entering only OnBarUpdate(), please look at the example below.

http://www.ninjatrader.com/support/forum/showthread.php?t=18890

[NinjaTrader_Brett]

Rght however this uses the override that says to not cancel the order based off OnBarUpdate(). Which then works as you have confirmed and you dont run into the OnBarUpdate() cancellation issue.

Thanks.