Enter Market Orders without Rejection

[aaadetos]

Hello,
What is the best way to submit a market order without eventually getting rejected? EnterLong() and EnterShort() is prone to rejection.

Also, I found that using EnterLongLimit(GetCurrentBid()) or EnterLongLimit(GetCurrentAsk()) and exiting the limit order at either the bid or the ask, ignores the condition for order exit. Instead, it exits on the SAME bar as entry, resulting in very different results on strategy testing than EnterLong()...why is this?

Thanks, Yemi

[sledge]

What rejection are you seeing with EnterLong() and EnterShort()?

In live, sim, replay, strategy analyzer? Which equity?

I've never had a problem in live or in market replay with EnterLong/EnterShort with ES contract.

I did have a Live chart trader BuyMarket button rejected once during some fast 8:30am news.

[aaadetos]

EnterLong() and EnterShort() works fine in the strategy analyzer, then encounters buy stop orders below the market and sell stop orders above the market on live testing (both with sim accounts). The LongLimit orders enter and exit on the same bar in strategy testing, and in live, just don't follow the conditions for the exitlonglimit...

[aaadetos]

This happens with Renko and Range charts.

[NinjaTrader_PaulH]

Hello aaadetos,

Thanks for your posts.

What instrument(s) are you working with?

Can you provide a sample of the coding you are using to place orders along with what orders you are placing for target and stops? Can you provide a screenshot to help illustrate the trade issues?

If you would prefer you are welcome to send the code into platformSupport[at]Ninjatrader[dot]Com, atten: Paul and a reference to this thread.

[aaadetos]

Thanks Paul. Sorry I hadn't updated this.
It turns out that I had a tight stop loss in place that needed to be disabled, if I wanted my Exit Conditions to be used. It turns out that each time the tight stop was encountered I was taken out, regardless of those exit conditions.