Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Order get canceled as soon as have a position

Collapse
X
Collapse
 
  • Page of 1
  • Filter
  • Time
  • Show
Clear All
new posts
Previous template Next
    #1

    Order get canceled as soon as have a position

    I build a quoting strategy that will always have orders in the market accept when the max long/short position is reached, it won't quote bid/offers. The strategy starts fine up as soon as it get a position, every new order I place, regardless of side keeps getting canceled. I only cancel when maxsize is reached and it isn't. I even added a logging message to be sure that I'm not entering that function by mistake and I'm not.

    As soon as the orders enter they get canceled for some reason.

    Here is the log file:
    3/20/2013 2:51:23 AM|1|16|Execution='b913d0c56a714680a44914ed355a153 3' Instrument='NQ 06-13' Account='Sim101' Exchange=Default Price=2793.25 Quantity=1 Market position=Long Operation=Insert Order='d95f3ac38db747fea0acdd3e6ad34d11' Time='3/20/2013 2:51:23 AM'
    3/20/2013 2:51:23 AM|1|64|Instrument='NQ 06-13' Account='Sim101' Avg price=2793.25 Quantity=1 Market position=Long Operation=Insert Currency=Unknown
    3/20/2013 2:51:23 AM|1|32|Order='c4f1f8516c164300960c445e537da3d9/Sim101' Name='enter buy' New state=PendingSubmit Instrument='NQ 06-13' Action=Buy Limit price=2793.25 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:24 AM|1|32|Order='710f416369524dc0af6b16cc097ed4e0/Sim101' Name='enter sell' New state=Cancelled Instrument='NQ 06-13' Action=Sell Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:25 AM|1|32|Order='c92d4bae4b8f450f83f026baf6012509/Sim101' Name='take profit sell' New state=PendingSubmit Instrument='NQ 06-13' Action=Sell Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:25 AM|1|32|Order='c4f1f8516c164300960c445e537da3d9/Sim101' Name='enter buy' New state=Accepted Instrument='NQ 06-13' Action=Buy Limit price=2793.25 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:25 AM|1|32|Order='c4f1f8516c164300960c445e537da3d9/Sim101' Name='enter buy' New state=Working Instrument='NQ 06-13' Action=Buy Limit price=2793.25 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:25 AM|1|32|Order='c4f1f8516c164300960c445e537da3d9/Sim101' Name='enter buy' New state=PendingCancel Instrument='NQ 06-13' Action=Buy Limit price=2793.25 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:26 AM|1|32|Order='c92d4bae4b8f450f83f026baf6012509/Sim101' Name='take profit sell' New state=Accepted Instrument='NQ 06-13' Action=Sell Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:26 AM|1|32|Order='c92d4bae4b8f450f83f026baf6012509/Sim101' Name='take profit sell' New state=Working Instrument='NQ 06-13' Action=Sell Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:26 AM|1|32|Order='c92d4bae4b8f450f83f026baf6012509/Sim101' Name='take profit sell' New state=PendingCancel Instrument='NQ 06-13' Action=Sell Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:26 AM|1|32|Order='c4f1f8516c164300960c445e537da3d9/Sim101' Name='enter buy' New state=PendingCancel Instrument='NQ 06-13' Action=Buy Limit price=2793.25 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:27 AM|1|32|Order='c4f1f8516c164300960c445e537da3d9/Sim101' Name='enter buy' New state=Cancelled Instrument='NQ 06-13' Action=Buy Limit price=2793.25 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:27 AM|1|32|Order='0c9f8e7703114ef2a172e0ac95913e87/Sim101' Name='enter buy' New state=PendingSubmit Instrument='NQ 06-13' Action=Buy Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:27 AM|1|32|Order='c92d4bae4b8f450f83f026baf6012509/Sim101' Name='take profit sell' New state=Cancelled Instrument='NQ 06-13' Action=Sell Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:28 AM|1|32|Order='db430dd1b1e849eb8a475b04bcfdb4a4/Sim101' Name='take profit sell' New state=PendingSubmit Instrument='NQ 06-13' Action=Sell Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:28 AM|1|32|Order='0c9f8e7703114ef2a172e0ac95913e87/Sim101' Name='enter buy' New state=Accepted Instrument='NQ 06-13' Action=Buy Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:28 AM|1|32|Order='0c9f8e7703114ef2a172e0ac95913e87/Sim101' Name='enter buy' New state=Working Instrument='NQ 06-13' Action=Buy Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:28 AM|1|32|Order='0c9f8e7703114ef2a172e0ac95913e87/Sim101' Name='enter buy' New state=PendingCancel Instrument='NQ 06-13' Action=Buy Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:29 AM|1|32|Order='db430dd1b1e849eb8a475b04bcfdb4a4/Sim101' Name='take profit sell' New state=Accepted Instrument='NQ 06-13' Action=Sell Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:29 AM|1|32|Order='db430dd1b1e849eb8a475b04bcfdb4a4/Sim101' Name='take profit sell' New state=Working Instrument='NQ 06-13' Action=Sell Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:29 AM|1|32|Order='db430dd1b1e849eb8a475b04bcfdb4a4/Sim101' Name='take profit sell' New state=PendingCancel Instrument='NQ 06-13' Action=Sell Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:29 AM|1|32|Order='0c9f8e7703114ef2a172e0ac95913e87/Sim101' Name='enter buy' New state=PendingCancel Instrument='NQ 06-13' Action=Buy Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:30 AM|1|32|Order='0c9f8e7703114ef2a172e0ac95913e87/Sim101' Name='enter buy' New state=Cancelled Instrument='NQ 06-13' Action=Buy Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:30 AM|1|32|Order='0769698960324450bccf2015c85a227f/Sim101' Name='enter buy' New state=PendingSubmit Instrument='NQ 06-13' Action=Buy Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:31 AM|1|32|Order='db430dd1b1e849eb8a475b04bcfdb4a4/Sim101' Name='take profit sell' New state=Cancelled Instrument='NQ 06-13' Action=Sell Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:31 AM|1|32|Order='a0105a996b334897b7e5b87889254658/Sim101' Name='take profit sell' New state=PendingSubmit Instrument='NQ 06-13' Action=Sell Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:31 AM|1|32|Order='0769698960324450bccf2015c85a227f/Sim101' Name='enter buy' New state=Accepted Instrument='NQ 06-13' Action=Buy Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
    3/20/2013 2:51:31 AM|1|32|Order='0769698960324450bccf2015c85a227f/Sim101' Name='enter buy' New state=Working Instrument='NQ 06-13' Action=Buy Limit price=2793.5 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''



    If you need anymore information from me, please let me know. I can post source as well.

    Mark
    Tags: None
    #2
    Welcome to our forums - I would suggest you run the script with TraceOrders enabled to get more order debug info shown in the output window - http://www.ninjatrader.com/support/f...ead.php?t=3627
    BertrandNinjaTrader Customer Service

    Comment

      #3
      Bertrand,

      I used that and was able to figure it out right away.

      Thanks!

      Mark

      Comment

      Previous template Next

      Latest Posts

      Collapse
      Topics Statistics Last Post
      ATM in strategy works once then no further trades are taken. by geddyisodin
      Started by geddyisodin, 04-25-2024, 05:20 AM
      8 responses
      58 views
      0 likes
      		 Last Post NinjaTrader_Gaby
      by NinjaTrader_Gaby
      Yesterday, 10:45 AM  
      Strategy handing off to ATM successfully but ATM settings ignored. by halgo_boulder
      Started by halgo_boulder, 04-20-2024, 08:44 AM
      2 responses
      21 views
      0 likes
      		 Last Post halgo_boulder
      by halgo_boulder
      Today, 09:41 AM  
      Simple measuring between 2 points like in metatrader? by mishhh
      Started by mishhh, 05-25-2010, 08:54 AM
      19 responses
      6,189 views
      0 likes
      		 Last Post rene69851
      by rene69851
      Today, 09:29 AM  
      ATM with 2 lots by gwenael
      Started by gwenael, Today, 09:29 AM
      0 responses
      5 views
      0 likes
      		 Last Post gwenael
      by gwenael
      Today, 09:29 AM  
      Indicator: Previous days High/Low/Open/Close by Karado58
      Started by Karado58, 11-26-2012, 02:57 PM
      8 responses
      14,830 views
      0 likes
      		 Last Post Option Whisperer
      by Option Whisperer
      Today, 09:09 AM  
      View All
      Working...
      X