I am periodically getting an error from NinjaTrader saying that a limit order is being ignored.
Here are the conditions and trace that illustrate the issue.
I had a first profit target set at 1875.5 for 3 contracts and it filled:
******************* Time: 4/1/2014 3:16:00 PM OnPositionUpdate: Instrument='ES 06-14' Account='Replay101' Avg price=1874.75 Quantity=5 Market position=Long
******************* Time: 4/1/2014 3:19:00 PM OnOrderUpdate: Order='8076b9e7f17647d8b8f116743b59068d/Replay101' Name='Profit Target' State=PartFilled Instrument='ES 06-14' Action=Sell Limit price=1875.5 Stop price=0 Quantity=3 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=2 Fill price=1875.5 Token='8076b9e7f17647d8b8f116743b59068d' Gtd='1/1/0001 12:00:00 AM'
******************* Time: 4/1/2014 3:19:00 PM OnExecution: Execution='86ad09138c9949f2a1fa4fdb1119deb6' Instrument='ES 06-14' Account='Replay101' Name='Profit Target' Exchange=Default Price=1875.5 Quantity=2 Market position=Short Commission=0 Order='8076b9e7f17647d8b8f116743b59068d' Time='4/1/2014 3:18:34 PM'
TARGET execution received
TARGET PARTIAL FILL
targetOrder: Order='8076b9e7f17647d8b8f116743b59068d/Replay101' Name='Profit Target' State=PartFilled Instrument='ES 06-14' Action=Sell Limit price=1875.5 Stop price=0 Quantity=3 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=2 Fill price=1875.5 Token='8076b9e7f17647d8b8f116743b59068d' Gtd='1/1/0001 12:00:00 AM'
******************* Time: 4/1/2014 3:19:00 PM OnPositionUpdate: Instrument='ES 06-14' Account='Replay101' Avg price=1874.75 Quantity=3 Market position=Long
******************* Time: 4/1/2014 3:19:00 PM OnOrderUpdate: Order='8076b9e7f17647d8b8f116743b59068d/Replay101' Name='Profit Target' State=Filled Instrument='ES 06-14' Action=Sell Limit price=1875.5 Stop price=0 Quantity=3 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=3 Fill price=1875.5 Token='8076b9e7f17647d8b8f116743b59068d' Gtd='1/1/0001 12:00:00 AM'
******************* Time: 4/1/2014 3:19:00 PM OnExecution: Execution='7330127fc3cb45a3a220e6350b0d0b58' Instrument='ES 06-14' Account='Replay101' Name='Profit Target' Exchange=Default Price=1875.5 Quantity=1 Market position=Short Commission=0 Order='8076b9e7f17647d8b8f116743b59068d' Time='4/1/2014 3:18:35 PM'
TARGET execution received
TARGET COMPLETELY FILLED
targetOrder: Order='8076b9e7f17647d8b8f116743b59068d/Replay101' Name='Profit Target' State=Filled Instrument='ES 06-14' Action=Sell Limit price=1875.5 Stop price=0 Quantity=3 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=3 Fill price=1875.5 Token='8076b9e7f17647d8b8f116743b59068d' Gtd='1/1/0001 12:00:00 AM'
Now I set another profit target at 1876.5 for 1 contract:
SETTING TARGET (3 ticks, 1 quantity) STOP LOSS (3 ticks, 2 quantity) Current Fill Price: 1875.5
4/1/2014 3:18:35 PM Entered internal PlaceOrder() method at 4/1/2014 3:18:35 PM: BarsInProgress=0 Action=Sell OrderType=Stop Quantity=2 LimitPrice=0 StopPrice=1874.75 SignalName='Profit Stop' FromEntrySignal='Tigger setup on 1 Minute'
4/1/2014 3:18:35 PM Entered internal PlaceOrder() method at 4/1/2014 3:18:35 PM: BarsInProgress=0 Action=Sell OrderType=Limit Quantity=1 LimitPrice=1876.25 StopPrice=0 SignalName='Profit Target' FromEntrySignal='Tigger setup on 1 Minute'
4/1/2014 3:18:35 PM Ignored PlaceOrder() method: Action=Sell OrderType=Limit Quantity=1 LimitPrice=1876.25 StopPrice=0 SignalName=Profit Target' FromEntrySignal='Tigger setup on 1 Minute' Reason='There already is a matching, filled exit order in place'
But Ninja says it is ignoring this new profit target because it says there is another "matching, filled exit order in place." I did not have a limit order set at 1876.5. What does this mean and why is this order being ignored? I am using managed Enters() and Exit() methods.
Here are the conditions and trace that illustrate the issue.
I had a first profit target set at 1875.5 for 3 contracts and it filled:
******************* Time: 4/1/2014 3:16:00 PM OnPositionUpdate: Instrument='ES 06-14' Account='Replay101' Avg price=1874.75 Quantity=5 Market position=Long
******************* Time: 4/1/2014 3:19:00 PM OnOrderUpdate: Order='8076b9e7f17647d8b8f116743b59068d/Replay101' Name='Profit Target' State=PartFilled Instrument='ES 06-14' Action=Sell Limit price=1875.5 Stop price=0 Quantity=3 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=2 Fill price=1875.5 Token='8076b9e7f17647d8b8f116743b59068d' Gtd='1/1/0001 12:00:00 AM'
******************* Time: 4/1/2014 3:19:00 PM OnExecution: Execution='86ad09138c9949f2a1fa4fdb1119deb6' Instrument='ES 06-14' Account='Replay101' Name='Profit Target' Exchange=Default Price=1875.5 Quantity=2 Market position=Short Commission=0 Order='8076b9e7f17647d8b8f116743b59068d' Time='4/1/2014 3:18:34 PM'
TARGET execution received
TARGET PARTIAL FILL
targetOrder: Order='8076b9e7f17647d8b8f116743b59068d/Replay101' Name='Profit Target' State=PartFilled Instrument='ES 06-14' Action=Sell Limit price=1875.5 Stop price=0 Quantity=3 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=2 Fill price=1875.5 Token='8076b9e7f17647d8b8f116743b59068d' Gtd='1/1/0001 12:00:00 AM'
******************* Time: 4/1/2014 3:19:00 PM OnPositionUpdate: Instrument='ES 06-14' Account='Replay101' Avg price=1874.75 Quantity=3 Market position=Long
******************* Time: 4/1/2014 3:19:00 PM OnOrderUpdate: Order='8076b9e7f17647d8b8f116743b59068d/Replay101' Name='Profit Target' State=Filled Instrument='ES 06-14' Action=Sell Limit price=1875.5 Stop price=0 Quantity=3 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=3 Fill price=1875.5 Token='8076b9e7f17647d8b8f116743b59068d' Gtd='1/1/0001 12:00:00 AM'
******************* Time: 4/1/2014 3:19:00 PM OnExecution: Execution='7330127fc3cb45a3a220e6350b0d0b58' Instrument='ES 06-14' Account='Replay101' Name='Profit Target' Exchange=Default Price=1875.5 Quantity=1 Market position=Short Commission=0 Order='8076b9e7f17647d8b8f116743b59068d' Time='4/1/2014 3:18:35 PM'
TARGET execution received
TARGET COMPLETELY FILLED
targetOrder: Order='8076b9e7f17647d8b8f116743b59068d/Replay101' Name='Profit Target' State=Filled Instrument='ES 06-14' Action=Sell Limit price=1875.5 Stop price=0 Quantity=3 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=3 Fill price=1875.5 Token='8076b9e7f17647d8b8f116743b59068d' Gtd='1/1/0001 12:00:00 AM'
Now I set another profit target at 1876.5 for 1 contract:
SETTING TARGET (3 ticks, 1 quantity) STOP LOSS (3 ticks, 2 quantity) Current Fill Price: 1875.5
4/1/2014 3:18:35 PM Entered internal PlaceOrder() method at 4/1/2014 3:18:35 PM: BarsInProgress=0 Action=Sell OrderType=Stop Quantity=2 LimitPrice=0 StopPrice=1874.75 SignalName='Profit Stop' FromEntrySignal='Tigger setup on 1 Minute'
4/1/2014 3:18:35 PM Entered internal PlaceOrder() method at 4/1/2014 3:18:35 PM: BarsInProgress=0 Action=Sell OrderType=Limit Quantity=1 LimitPrice=1876.25 StopPrice=0 SignalName='Profit Target' FromEntrySignal='Tigger setup on 1 Minute'
4/1/2014 3:18:35 PM Ignored PlaceOrder() method: Action=Sell OrderType=Limit Quantity=1 LimitPrice=1876.25 StopPrice=0 SignalName=Profit Target' FromEntrySignal='Tigger setup on 1 Minute' Reason='There already is a matching, filled exit order in place'
But Ninja says it is ignoring this new profit target because it says there is another "matching, filled exit order in place." I did not have a limit order set at 1876.5. What does this mean and why is this order being ignored? I am using managed Enters() and Exit() methods.
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