Tying Order ID to trades

[math_celebrity]

I have a strategy below which I'm getting some errors on. I am running GC 06-14 4 brick Renko Charts. Can anybody assist?

One of the problems I'm having is trying the sell order back to the buy order. I saw this thread:

http://www.ninjatrader.com/support/forum/showthread.php?t=24666

Do I need something like this: entryOrder.Token == order.Token

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    /// <summary>
    /// simple strategy to play around for the rest of the day
    /// </summary>
    [Description("simple strategy to play around for the rest of the day")]
    public class JACKCOVER1 : Strategy
    {
        #region Variables
        // Wizard generated variables
        private int stopOutTS = -10; // Default setting for stopOut ticksize
private int targetTS = 20; // Default setting for stopOut ticksize
        // User defined variables (add any user defined variables below)
private IOrder myEntryOrder = null;
private IOrder myEntryOrder1 = null;
private IOrder myEntryOrderFLAT = null;
private IOrder myEntryOrder3 = null;
private IOrder stopOutOrder = null;
private IOrder targetOrder = null;
private IOrder stopOutOrder2 = null;
private IOrder targetOrder2 = null;
private IOrder scratchOrder = null;
private IOrder ladderOrder = null;
private double initialPrice = 0;
private double initialPrice1 = 0;
private int signal = 0;
private bool jackChange;
private bool jack;
private int orderQuantity = 0;
private int barNumberOfOrder = 0;
        #endregion

        /// <summary>
        /// This method is used to configure the strategy and is called once before any strategy method is called.
        /// </summary>
        protected override void Initialize()
        {
Unmanaged = true;
 
AddRenko("GC 06-14", 2, MarketDataType.Last );
AddRenko("GC 06-14", 5, MarketDataType.Last );
AddRenko("GC 06-14", 8, MarketDataType.Last );
AddRenko("GC 06-14", 1, MarketDataType.Last );
TraceOrders = true;
RealtimeErrorHandling = RealtimeErrorHandling.TakeNoAction;
            CalculateOnBarClose = false;
        }
//(this.DM(50).DiPlus[1] - DM(50).DiMinus[1] > 2) && (this.DM(50).DiPlus[5]< DM(50).DiMinus[5]) &&  this.ADX(14)[5] <15
        /// <summary>
    /// Called on each bar update event (incoming tick)  
        /// </summary>
        protected override void OnBarUpdate()
        {
if(BarsInProgress == 0)
{
if (    this.Close[0] < this.APZ(1,50).Lower[0] && LinReg(24)[0]> this.APZ(4,200).Lower[0]  && Close[2] > Open[2] && Close[3] < Open[3] &&  myEntryOrder == null &&  
//this.KeltnerChannel(this.BarsArray[4],1,10 ).Lower[1] < Close[1] &&  
this.DoubleStochastics(this.BarsArray[2], 10)[2] < 10 && this.DoubleStochastics(this.BarsArray[1], 20)[1] > 10 &&
(Closes[3][2] < Opens[3][2] || Closes[3][3] < Opens[3][3] || Closes[3][1] < Opens[3][1] || Closes[3][2] < Opens[3][3]|| Closes[3][3] < Opens[3][2]) && (Closes[2][3] < Opens[2][3])  //&&
//(this.DonchianChannel(BarsArray[2],54).Lower[1] != this.DonchianChannel(BarsArray[2], 7).Lower[1] && this.DonchianChannel(BarsArray[3],24).Lower[1] != this.DonchianChannel(BarsArray[3], 7).Lower[1])
//&& this.APZ( 1, 5).Upper[1] > this.APZ( 2,200).Lower[1] 
)
{
myEntryOrder = SubmitOrder(0, OrderAction.Buy, OrderType.Limit, 1, this.GetCurrentBid() - 4 * TickSize, 0 , "", "Reverse-BUY");
barNumberOfOrder = CurrentBar;
initialPrice = myEntryOrder.LimitPrice;
if(ladderOrder != null)
{
CancelOrder(ladderOrder);
ladderOrder = null;
}
}
if (Position.MarketPosition == MarketPosition.Flat && myEntryOrder != null && CurrentBar > barNumberOfOrder + 1)
{
Print("Cancel A Long");
CancelOrder(myEntryOrder);
myEntryOrder = null;
barNumberOfOrder = 0;
}
//////////////////////////////////////////////////////STOP UPDATE LOGIC****************************************************************************************
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
/// 
if(Position.MarketPosition == MarketPosition.Flat)
{
jack = true;
jackChange = true;
}
if (stopOutOrder != null && Position.MarketPosition != MarketPosition.Flat &&  Closes[4][0]   >= this.initialPrice + 3*TickSize && jack == true  )
{
             ChangeOrder(stopOutOrder, 1, 0, initialPrice);
if(Position.MarketPosition != MarketPosition.Flat && stopOutOrder.StopPrice == initialPrice)
{
jack = false;
this.Print(" HELLO THIS SHOULD TOGGLE");
if(jack==false)
this.Print("false");
}
}

/// //////////////////////////////////////////////////PROFIT UPDATE LOGIC*************************************************************************************************
if (targetOrder != null && Position.MarketPosition != MarketPosition.Flat && Closes[4][0]  <= this.initialPrice - 8*TickSize && jackChange == true)
{
             ChangeOrder(targetOrder, 1, initialPrice -5 * TickSize , 0);
if(Position.MarketPosition != MarketPosition.Flat && targetOrder.LimitPrice == initialPrice - 5 * TickSize)
{
jackChange = false;
this.Print(" HELLO THIS SHOULD TOGGLE");
if(jackChange==false);
this.Print("false");
}
}

/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
if (Position.MarketPosition == MarketPosition.Flat && myEntryOrder != null && this.DonchianChannel(this.BarsArray[4], 54).Upper[0] == Closes[1][0])
{
Print("Cancel B Long");
CancelOrder(myEntryOrder);
myEntryOrder = null;
}

}
        }
protected override void OnExecution(IExecution execution)
{

if (execution.Order != null && execution.Order == myEntryOrderFLAT && execution.Order.OrderState == OrderState.Filled)
{
//submit your second order
if(myEntryOrder3 != null)
{
CancelOrder(myEntryOrder3);
Print("Cancel C Long");
myEntryOrder3 = null;
}
}
if (execution.Order != null && execution.Order == myEntryOrder3 && execution.Order.OrderState == OrderState.Filled)
{
//submit your second order
if(myEntryOrderFLAT != null)
{
CancelOrder(myEntryOrderFLAT);
Print("Cancel D Long");
myEntryOrderFLAT = null;
}
}
if (execution.Order != null && execution.Order == targetOrder && execution.Order.OrderState == OrderState.Filled)
{
//submit your second order
if(myEntryOrder1 != null)
{
CancelOrder(myEntryOrder1);
Print("Cancel E Long");
myEntryOrder1 = null;
}
}
if (execution.Order != null && execution.Order == myEntryOrder && execution.Order.OrderState == OrderState.Filled)
{
Print("PLACE ORDERS");
stopOutOrder = SubmitOrder(0, OrderAction.Sell, OrderType.Stop, 1, 0, initialPrice - 15* TickSize, "", "StopOut"); 
Print("STOPOUTORDERS");

targetOrder = SubmitOrder(0, OrderAction.Sell, OrderType.Limit, 1, initialPrice + 5* TickSize, 0, "", "Profit");
Print("TARGET ORDERS");
Print("Orders Placed");

Print("Orders Confirmed");
}
if (execution.Order != null && execution.Order == stopOutOrder && execution.Order.OrderState == OrderState.Filled)
{
if (targetOrder != null)
{
CancelOrder(targetOrder);
Print("Cancel E Long");
targetOrder = null;
}

}

if (execution.Order != null && execution.Order == targetOrder && execution.Order.OrderState == OrderState.Filled)
{
if(stopOutOrder != null)
{
CancelOrder(stopOutOrder);
Print("Cancel J Long");
stopOutOrder = null;
}
if (scratchOrder != null)
{
CancelOrder(scratchOrder);
Print("Cancel F Long");
scratchOrder = null;
}
if(Position.MarketPosition == MarketPosition.Flat)
Print("Cancel K Long");
TigerCancelOrder();
if (myEntryOrder != null)
{
CancelOrder(myEntryOrder);
Print("Cancel G Long");
myEntryOrder = null;
}
}

if (execution.Order != null && execution.Order == scratchOrder && execution.Order.OrderState == OrderState.Filled)
{
if (targetOrder != null)
{
CancelOrder(targetOrder);
Print("Cancel H Long");
targetOrder = null;
}

}
if (execution.Order != null && execution.Order == ladderOrder && execution.Order.OrderState == OrderState.Filled)
{
if (targetOrder != null)
{
CancelOrder(targetOrder);
Print("Cancel I Long");
targetOrder = null;
}
if(Position.MarketPosition == MarketPosition.Flat)
Print("ladder cancel");
TigerCancelOrder();
}
}
protected override void OnOrderUpdate(IOrder order)
{
if (myEntryOrder != null && myEntryOrder == order) 
{
// Rejection handling 
if (order.OrderState == OrderState.Rejected) 
{
// myEntryOrder was rejected !!!! 
// Do something about it here 
CancelOrder(myEntryOrder);
Print("Cancel J Long");
myEntryOrder = null;
} 
}
}
public void TigerStopOutAndLimit(){
if (myEntryOrder != null &&  Position.MarketPosition == MarketPosition.Long)
{
Print(this.Orders.Capacity);

stopOutOrder = SubmitOrder(0, OrderAction.Sell, OrderType.Stop, 1, 0, initialPrice - 15* TickSize, "jack2", "StopOut"); 
Print("STOPOUTORDERS");

targetOrder = SubmitOrder(0, OrderAction.Sell, OrderType.Limit, 1, initialPrice + 10* TickSize, 0, "jack2", "Profit");
Print("TARGET ORDERS");

}
}
public void TigerCancelOrder(){
if (stopOutOrder != null)
{
CancelOrder(stopOutOrder);
Print("Cancel **** Long");
stopOutOrder = null;
}
if (targetOrder != null)
{
CancelOrder(targetOrder);
Print("Cancel ****B Long");
targetOrder = null;
}
}

        #region Properties
        [Description("")]
        [GridCategory("Parameters")]
        public int TargetOrderTS
        {
            get { return targetTS; }
            set { targetTS = Math.Max(1, value); }
        }
[Description("")]
        [GridCategory("Parameters")]
        public int StopOrderTS
        {
            get { return stopOutTS; }
            set { stopOutTS = Math.Min(1, value); }
        }
        #endregion
    }
}

[NinjaTrader_CalH]

math_celebrity,

Thank you for your post.

Are you receiving any error messages from the strategy? Check the Log tab in the Control Center

[math_celebrity]

I'm not getting any buy or sell orders. I'm using GC 06-14 chart with 3 bar Renko now. Then on that chart, I apply the strategy above with no other window parameter changes except Enabled = TRUE

[NinjaTrader_CalH]

Math_celebrity,

How many days are you loading into the chart? Right click on the chart and select Data Series...

Have you tried testing this in the Strategy Analyzer?