Canceling on close in multi-instrument strategy

[NinjaTrader_JoshP]

heech,

Running your strategy your logic clearly doesn't even trigger.

if (!Historical && (hogStop != null))
                    {
                        Print("CANCEL ORDER");
                        CancelOrder(hogStop);    
                    }

Add yourself that Print line. It never prints. I cannot assist you in debugging. You will need to do that yourself.

[heech]

Josh,

Not trying to give you a hard time. I look at other people's code all day long too, both good and bad, so I'm not saying its trivial. But as I said, this code is pretty close to the simplest I could make it.

To be perfectly candid, I can (and already have) work around this bug. It doesn't affect me heavily. I put in the time to build the sample to help you guys diagnose the issue, primarily as a courtesy to you (and partly because having clean/correct software is good for for me too). So, hope you guys can put it to good use and fix what's clearly a bug in the software.

I will take your advice to attach files rather than pasting code directly.

[heech]

heech,

Running your strategy your logic clearly doesn't even trigger.

if (!Historical && (hogStop != null))
                    {
                        Print("CANCEL ORDER");
                        CancelOrder(hogStop);    
                    }

Add yourself that Print line. It never prints. I cannot assist you in debugging. You will need to do that yourself.

Josh,

That needs to be running !Historical. Are you sure you're not looking just at historical dump? You need to wait for the next live bar to come in (which would mean the next 30 minute mark, if you're using my code unmodified).

[NinjaTrader_JoshP]

Heech,

I have modified your code to use 5 seconds for both series. These are the only prints I get

12/3/2008 7:51:00 AM Entered internal PlaceOrder() method at 12/3/2008 7:51:00 AM: Action=Buy OrderType=Market Quantity=100 LimitPrice=0 StopPrice=0 SignalName='enterhog' FromEntrySignal=''
12/3/2008 7:51:05 AM Entered internal PlaceOrder() method at 12/3/2008 7:51:05 AM: Action=Sell OrderType=Stop Quantity=100 LimitPrice=0 StopPrice=12.00 SignalName='exithog' FromEntrySignal='enterhog'
12/3/2008 7:51:05 AM Entered internal PlaceOrder() method at 12/3/2008 7:51:05 AM: Action=Buy OrderType=Market Quantity=100 LimitPrice=0 StopPrice=0 SignalName='enterlnc' FromEntrySignal=''
12/3/2008 7:51:10 AM Entered internal PlaceOrder() method at 12/3/2008 7:51:10 AM: Action=Sell OrderType=Stop Quantity=100 LimitPrice=0 StopPrice=10.00 SignalName='exitlnc' FromEntrySignal='enterlnc'

And after that is just a bunch of prints confirming the various BIP1 and 2 being updated. No CancelOrder() is ever sent.

[heech]

heech,

Running your strategy your logic clearly doesn't even trigger.

By the way, if you don't want to wait for 30 minutes... (no idea what happens at second-scale)...

Run my code unmodified, make sure you have "cancel orders when strategy exits" enabled. Check that the stop orders are established, and then exit the strategy.

[NinjaTrader_JoshP]

heech,

Okay. There are too many specifications running around now. Please give me a final definitive list as to all the settings you want to reproduce your scenario. I am going to continue to maintain my additional prints for debugging purposes.