ExitLongStop not executed!

[sammano]

Dear all,

Can anyone help with my issue:

An order "ExitLongStop" in historical chart never executed and it returns with state:"PendingSubmit" in the order object?

( Order='NT-00015/Sim101' Name='Sell' State=PendingSubmit Instrument='ES 12-08' Action=Sell Limit price=0 Stop price=981.47 Quantity=39 Strategy='MyTest' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='698b5db16a0549219ddc3291f69e71d0' Gtd='01/12/2099 00:00:00' )

Thanks
Sam Mano

[NinjaTrader_Ray]

Are you on the last bar in the set of historical data?

[sammano]

Hi Ray,

This stop order is not at the last bar.

Whe I flter these stop orders within OnOrderUpdate event handler:

I get 5 event calls: with state: "PendingSubmit, Accepted, Working, PendingCancel, Cancelled".

In my code I do not call cancel orders.

I've 3 stops in this 60min 2 months charts - none were executed.

Do I've to call ExitXxxxx() in the OnOrderUpdate event handler?

Thanks

Sam

[NinjaTrader_JoshP]

Hi Sam,

If you could post some code snippets it will help us evaluate the situation more. Thank you.

[sammano]

Simply check if not processed before with PartFilled, then place a ExitXxxxStopLimit in OnExecution:

protectedoverridevoid OnExecution(IExecution execution)
{

if (execution.Order.OrderState == OrderState.Filled || execution.Order.OrderState == OrderState.PartFilled)
{

//...doing pre calc here...
//double stopPrice =
//double limitPrice =
//
if(execution.Order.Token == oLastEntry.Token && stopTokens.Exists(oLastEntry)==false)
{
if(Position.MarketPosition == MarketPosition.Long)
{

o1 = ExitLongStopLimit(Position.Quantity, limitPrice, stopPrice);

}
elseif(Position.MarketPosition == MarketPosition.Short)
{

o1 = ExitShortStopLimit(Position.Quantity, limitPrice, stopPrice);

}

stopTokens.Add(oLastEntry, o1);
//...doing some other suff...
}

}

}


Hope this help, please let me know if you need more info...
Thanks
Sam

[NinjaTrader_JoshP]

Even though you do not explicitly call "cancel order" the nature of your orders are cancelled when you do not resubmit them on every single OnBarUpdate(). To prevent this from happening please use the liveUntilCancelled parameter when you call your StopLimit orders.