Hard code timeframe

[malcolm]

I have noticed when running an auto strategy that any active order that has not been filled is cancelled and re-entered every time a bar ends and starts si it goes to the back of the queue.

So a solution might be to hard code the time frame that a function (like ATR) is using into the strategy, but actually run the strategy on a 60 minute chart, so the strategy calculates as if on a shorter time frame i.e. 1 minute, but the orders are only cancelled every 60 minutes.

Is this possible? If so can you give me a code snippet?

Thanks
Malcolm

[TAJTrades]

Malcom

Do a Help Search for liveUntilCancelled. The solution is in there.

[NinjaTrader_Bertrand]

Thanks TAJTrades!

Malcolm, as a standard procedure orders not resubmitted will expire as you have noted.

You can either set a flag and rebsubmit then until you are filled, or use the liveUntilCancelled overload as outlined here - http://www.ninjatrader-support.com/H...verview36.html