How CancelOrder() work?

[xewoox]

When I execute the cancelOrder() functions, rather than it actually cancel the order, internal NT will always report Cancelled Expired order instead. Is that make sense? Can you explain how CancelOrder work internally?

[NinjaTrader_JoshP]

xewoox,

CancelOrder() is only for IOrders that you specifically told to stay alive via the liveUntilCancelled parameter. Otherwise, if you do not resubmit your order to keep it alive on every bar it will just automatically cancel.

[xewoox]

So how can you cancel your order in next ticks (in real time as soon as possible)

[NinjaTrader_JoshP]

Use CalculateOnBarClose = false and call CancelOrder whenever you want to cancel.

[xewoox]

Please try this script, I have it. It does not work.

[xewoox]

The actual script

[NinjaTrader_JoshP]

Your script is telling it to CancelOrder only when you orderOut is true. orderOut is only true when your OrderState reaches a cancelled state. If it has reached a cancel state already there is nothing to cancel. That is why your CancelOrder() doesn't do anything.