Strategy has sent cancel requests, attempted to close the position and terminated its

[curmudgeon]

good morning,

I had an issue this morning during a very short disconnect, NT tried to modify an order, it blew up the strategy. I get the following log message

Strategy has sent cancel requests, attempted to close the position and terminated itself

So the first and last parts I agree with, but the middle part was not at all a desired outcome (I can understand for fast strategies it could make sense, but I also run very slow strategies where this is not helpful).

What should I do so that when an strategy blows up due to an error message on modifying orders, it will cancel all outstanding orders, but not issue any orders to close its position ?

[NinjaTrader_Bertrand]

curmudgeon, that process is part of the realtime error handling used per default, this can be set as well to take no action if you prefer- http://www.ninjatrader.com/support/h...htsub=realtime

[curmudgeon]

Hi Bertrand,

Do you have the copy of the default OnOrderUpdate function that includes the three steps (cancel orders, input lots of market orders, shutdown) so that I could implement it with commenting out the input market orders ?

If not, is the only status that one would need to worry about OrderState.Rejected or are there other order status types that would include an error message ?

Thanks

[NinjaTrader_Bertrand]

Unfortunately could not offer a dedicated sample here for managing this state, the error handling specifically is targeted for the rejected state only.