why was this order getting ignored

[junkone]

i had a trailing stop order that i cancelled. i am now reissuing the cancel order but it keeps getting ignored. why?

2009-05-11 10:07:57 AM Ignored PlaceOrder() method: Action=Sell OrderType=Stop Quantity=2 LimitPrice=0 StopPrice=8419 SignalName=TRAIL_STOP' FromEntrySignal='' Reason='There already is a matching, terminal exit order in place'

http://screencast.com/t/5d9WjqtDxw7

as you can see from teh screenshot of the control center, this orginal order got cancelled.

 
[SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]// look for 1 ATR profit
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]if[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] ((take1ATRProfits) && (currentProfitVariable >= ATRValue))
{
CancelOrder(exitOrder);
[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]switch[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] ([/SIZE][SIZE=2][COLOR=#008080][SIZE=2][COLOR=#008080]Position[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2].MarketPosition)
{
 
[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]case[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#008080][SIZE=2][COLOR=#008080]MarketPosition[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2].Long:
ExitOrderPosition1 = ExitLong(0,position1Quantity, [/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]"1_ATR_PROFIT_TARGETS"[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2], entryOrder.FromEntrySignal);

[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]break[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2];
[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]case[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#008080][SIZE=2][COLOR=#008080]MarketPosition[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2].Short:

ExitOrderPosition1 = ExitShort(0,position1Quantity, [/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]"1_ATR_PROFIT_TARGETS"[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2], entryOrder.FromEntrySignal);

 
[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]break[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2];
}
 
 

take1ATRProfits = [/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]false[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2];

}
[/SIZE][SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]// set 1 ATR trailing stop.
 
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]double[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] currentStop;
[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]int[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] trailstopVolume = (ExitOrderPosition1 == [/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]null[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] ? entryOrder.Filled : entryOrder.Filled - ExitOrderPosition1.Quantity);
Print([/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]"trailstopVolume"[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] + trailstopVolume + [/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]" ExitOrderPosition1 "[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] + ExitOrderPosition1 + [/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]" Position.Quantity "[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] + [/SIZE][SIZE=2][COLOR=#008080][SIZE=2][COLOR=#008080]Position[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2].Quantity);
[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]if[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] (trailstopVolume > 0)
{
spread = [/SIZE][SIZE=2][COLOR=#008080][SIZE=2][COLOR=#008080]Math[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2].Abs(GetCurrentAsk() - GetCurrentBid()) ;
[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]switch[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] (tradedirection)
{
[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]case[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#008080][SIZE=2][COLOR=#008080]Direction[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2].Long:
currentStop = highestHigh - ATRValue - spread ;
Print([/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]" highestHigh "[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] + highestHigh + [/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]" ATRValue "[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] + ATRValue + [/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]" spread "[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] + spread);

[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]if[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2]((exitOrder == [/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]null[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2])){
exitOrder = ExitLongStop(0,[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]true[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2],trailstopVolume, currentStop, [/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]"TRAIL_STOP"[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2],entryOrder.FromEntrySignal);
}
[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]else
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2]{ 

[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]if[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] ((exitOrder.OrderState == [/SIZE][SIZE=2][COLOR=#008080][SIZE=2][COLOR=#008080]OrderState[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2].Cancelled) || (currentStop != exitOrder.StopPrice) )
{
[/SIZE][SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]// create the exit stop for first time
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2]exitOrder = ExitLongStop(0,[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]true[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2],trailstopVolume, currentStop, [/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]"TRAIL_STOP"[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2],entryOrder.FromEntrySignal);
[/SIZE][SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]// exitOrder = ExitLongStop(entryOrder.Filled, currentStop, SIGNALZLREXIT_TRAIL + trailStopPercent + "%", entryOrder.FromEntrySignal);
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2]}
}

[/SIZE][SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]//else if (currentStop != exitOrder.StopPrice)
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]//{
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]// // fire it as it changes.
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]// exitOrder = ExitLongStop(trailstopVolume, currentStop, "TRAIL_STOP", entryOrder.FromEntrySignal);
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]//}
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]break[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2];
[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]case[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#008080][SIZE=2][COLOR=#008080]Direction[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2].Short:
Print([/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]" lowestLow"[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] + lowestLow + [/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]" ATRValue "[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] + ATRValue + [/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]" spread "[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] + spread);
currentStop = lowestLow + ATRValue + spread ;
[/SIZE][SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]// if ((exitOrder == null) || (currentStop != exitOrder.StopPrice))
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]if[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] ((exitOrder == [/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]null[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2]) )
{
[/SIZE][SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]// create the exit stop for first time
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2]exitOrder = ExitShortStop(0, [/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]true[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2], trailstopVolume, currentStop, [/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]"TRAIL_STOP"[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2],entryOrder.FromEntrySignal);
}
[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]else
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2]{
[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]if[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2]((exitOrder.OrderState == [/SIZE][SIZE=2][COLOR=#008080][SIZE=2][COLOR=#008080]OrderState[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2].Cancelled) ||(currentStop != exitOrder.StopPrice) ){
exitOrder = ExitShortStop(0, [/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]true[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2], trailstopVolume, currentStop, [/SIZE][SIZE=2][COLOR=#800000][SIZE=2][COLOR=#800000]"TRAIL_STOP"[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2],entryOrder.FromEntrySignal);
}


}

[/SIZE][SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]//else if (currentStop != exitOrder.StopPrice)
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]//{
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]// // fire it as it changes.
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]// exitOrder = ExitShortStop(entryOrder.Filled, lowestLow + MFEProfit * trailStopPercent / 100, SIGNALZLREXIT_TRAIL, entryOrder.FromEntrySignal);
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]//}
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]break[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2];
 
}
 
}
 
 
}
[/SIZE]

[NinjaTrader_JoshP]

Known bug. Once you cancel you cannot resubmit at a later point in time.

[junkone]

so what is my work around?
Why dont you keep a list of bugs somewhere that i can refer to. why do i have to keep wasting my time debugging your known bugs.

[NinjaTrader_JoshP]

Workaround is to not do it. If you know you want to resubmit at a later point in time just keep the order active. Modify it to a price that won't fill and only cancel when you are 100% sure you want the stop gone permanently.

[junkone]

what happens if i cancel order and then set exitorder=null and reuse the object to send the cancel again.

[NinjaTrader_JoshP]

Unfortunately won't work.

[junkone]

what is your priority on fixing this bug.

[NinjaTrader_JoshP]

junkone,

As you may imagine this is a very sensitive area of code. We are looking to address it as soon as possible.

[junkone]

is the cancel prob due to the Iorder signal name that is used. i could easily create a new signalname if needed.

[NinjaTrader_JoshP]

No, it has nothing to do with IOrders. There is nothing on your end you can do to address this except to not cancel an order you may wish to resubmit at a later point in time.

[junkone]

does it affect orders that get auto cancelled at the end of the bar because i use liveUntilCancelled=false

[NinjaTrader_Ben]

Hello,

I will have Josh respond to this on Monday.

[NinjaTrader_JoshP]

Yes, if the order expires from non-resubmission to keep it alive, you will experience the same behavior. The issue is with internal handling of the order and will be addressed in a later version.

[junkone]

this is a very serious bug then. i would have expected you to get a resolution in terms of hours and not days and weeks.
i had originally allowed my subscription to expire so that i can fully automate my strategy and start using NT. Now this is causing me to take a double take on whether i should use NT at all.
Makes me wonder that with a serous bug like that, if anyone is using NT for real trading at all.
the workaround that you propose is a nasty and unacceptable one. setting price to something out of reach.

finally, i am asking this question again.why dont you list all the known bugs so that i know what works in NT and what does not.

[NinjaTrader_JoshP]

junkone,

There are many implications in trying to fix anything related to order management and this requires full testing to the highest degree. I have already provided you a workaround that has no adverse implications so I am closing this case now.

There is no concentrated external bug list.