Cancelled expired order

[Roman]

Hi,
I have spent quite a few hours trying to resolve the problem that I have, and I've searched for the answers for a long while too... I think I am missing something obvious, so please help anyone...

I have strategy that I would like to "scale out" of position, using ExitLong.../ExitShort... type orders. I've tried "OnPositionUpdate, OnExecution, OnOrderUpdate", all with the same result. Orders are placed as expected, but at the end of the bar they are canceled by NT for some reason, leaving my position "stop-less" and floating on the market. I am attaching a simple example that duplicates the problem, as well as the output from the order trace. Any help will be much appreciated...
I suppose the question is: Am I doing something wrong, or do I need to resubmit the stop/limit orders at the close of each bar in order to keep them going?

Roman

MyOrders.zip

OrderTrace.txt

[NinjaTrader_JoshP]

Please read the "Order Submission for Entry and Exit Methods - Basic Operation" part of this article: http://www.ninjatrader-support.com/H...verview36.html

You need to keep your orders alive on every bar.

[Roman]

Hi Josh,

Thanks for the super-fast response... and I am not going nuts after all

... yet, you've said

Please read the "Order Submission for Entry and Exit Methods - Basic Operation" part of this article: http://www.ninjatrader-support.com/H...verview36.html

You need to keep your orders alive on every bar.

... following the link I've read
"
By default, orders submitted via Entry() and Exit() methods automatically cancel at the end of a bar if not re-submitted
Experienced programmers can submit orders that are live until canceled
"
So, can it be done? While I am new to NT environment, I would like to think I can write a few lines of code in a few languages... so can it be done. All I am asking for is a clue... I am willing to work on it, to get there

Your answer would also imply (I think), that these orders never get to the broker and exist on my PC only, is that right?

or, does the NT cancels them on broker's server on every bar close?

Roman

[NinjaTrader_JoshP]

Roman,

Depending on who your brokerage is your orders will either reside locally or at your brokerage. Please see this: http://www.ninjatrader-support2.com/...ead.php?t=5349

You can create orders that are liveUntilCancelled. Please see the last method: http://www.ninjatrader-support.com/H...LongLimit.html

[Roman]

Roman,

Depending on who your brokerage is your orders will either reside locally or at your brokerage. Please see this: http://www.ninjatrader-support2.com/...ead.php?t=5349

You can create orders that are liveUntilCancelled. Please see the last method: http://www.ninjatrader-support.com/H...LongLimit.html

Thanks again!

I think where I am going wrong is that I assume that your documentation is accurate. (full stop) Looking at the help file (even if I use the link provided by you) I have 4 overrides it would seem, yet there are 6 available. On the 4 documented options, it seems impossible to associate the order with the entry signal (I assume it would not be possible to generate an OCO without it). Yet, if I look at the "Intelisens" I have 6 overrides and bingo... i can do what i just wanted to do.
Sad, that I have to go on this discovery trip... Why not just list all 6 possibilities in the doco? It would save me 10 hours of digging...

I know, nothing is perfect, yet your help is pretty close to it . Much appreciated!!!

Cheers,

Roman

[NinjaTrader_JoshP]

Not sure what you mean. An entry order has no entry signal to associate it with. fromEntrySignal is only available for exit orders. What is documented is what is supported. What is not documented is not supported.

http://www.ninjatrader-support.com/H...LongLimit.html has 6 methods outlined.

[Roman]

Not sure what you mean. An entry order has no entry signal to associate it with. fromEntrySignal is only available for exit orders. What is documented is what is supported. What is not documented is not supported.

What I mean that the link you've sent to me states:
Syntax
EnterLongLimit(double limitPrice)
EnterLongLimit(double limitPrice, string signalName)
EnterLongLimit(int quantity, double limitPrice)
EnterLongLimit(int quantity, double limitPrice,string signalName)

My oversight:
EnterLongLimit(int barsInProgressIndex, bool liveUntilCancelled, int quantity, double limitPrice,string signalName)

... as an option for advanced programmers. Apologies but it is 2AM here...
still no override #6 which is almost identical to the advanced programmers one, but for one thing... parameter 6: string fromEntrySignal, which I assume is required to create an OCO order.

As per you sample in SampleOnOrderUpdate strategy, which I have just looked at (I wish I've done it earlier):

targetOrder = ExitLongLimit(0, true, execution.Order.Filled, execution.Order.AvgFillPrice + 80 * TickSize, "MyTarget", "MyEntry");

which has 6 parameters. None of the 5 documented options lists that! Simply I seem not to be able to find that in your help file...

Cheers,

Roman

[NinjaTrader_JoshP]

That is because that page is not even for the same method. I gave you the link to EnterLongLimit() not ExitLongLimit(). Please see the second link posted in my prior post. You will find all six listed.

[Roman]

That is because that page is not even for the same method. I gave you the link to EnterLongLimit() not ExitLongLimit(). Please see the second link posted in my prior post. You will find all six listed.

Yes, you are right... I just followed the link you've provided at first and failed to read the heading (still you pointed me to the wrong spot, to start with!). Obviously at 2:44 am I am no functioning as expected...
Apologies!

Meanwhile, my test strategy is working fine, thanks to your help, even if we had a hick up or two

Thanks again... it was much quicker then digging through the entire doco...

Roman