why was this order getting ignored

[r2kTrader]

Josh,

I just ran into this same issue. I can understand Junkone's frustration and concerns.

Could you provide a code snippet that you would use for the work around?

Sending a dummy order that is out of reach could be dangerous, so if that is the only option, it is very concerning. At any rate, I need to stay the course on AOH as it is essential to what I am doing, so a brief example would be helpful.

Note: I second the motion on "known bugs" list, it would be a great way to save everyone time. Just my .01


Thanks Josh,

[r2kTrader]

Josh,

Also, correct me if I am not understanding this correctly...

If I use AOH, and I am live 1 car, with a stop working since entry, if I kill that stop for any reason, I can't put a stop back on as it relates to that live car?

So I can't put a stop on and off at will? I have to move it "out of the way" as so to speak?

If that is the case, one thing that comes to mind is margin requirements and rejected orders due to having a stop out there that you don't want anymore. As an example, instead of putting on a stop, I may want to spread the trade, then get naked the spread again and put the stop back on.

So if there is divergence in the spread that I can use to hedge instead of stopping, I may run into a margin requirement because the broker will count that stop (that I priced out of range from being hit) against me as a full car that could fill.

Is there more I can read about this? Are my concerns warranted or am I misunderstanding the entire issue.

Please elaborate, it would be greatly appreciated.


Regards,

[NinjaTrader_JoshP]

The situation is as you have stated. This issue has already been fixed in NT7 so unfortunately there is nothing further I can provide you at this time.

[r2kTrader]

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.

Josh,
If that is the case, one thing that comes to mind is margin requirements and rejected orders due to having a stop out there that you don't want anymore. As an example, instead of putting on a stop, I may want to spread the trade, then get naked the spread again and put the stop back on.

So if there is divergence in the spread that I can use to hedge instead of stopping, I may run into a margin requirement because the broker will count that stop (that I priced out of range from being hit) against me as a full car that could fill.

Josh,

I would have to consider my example to be an adverse implication.

I'm really confused as to how I should go about managing orders.

Could you please provide a brief outline as to the approach I need to take to avoid this bug and gain granular control over my trades using AOH? Nothing specific, just a brief logic outline.

Thanks again,

[NinjaTrader_JoshP]

r2kTrader,

The method has already been provided in this thread. You move the order so as to not execute. As stated, already fixed in NT7 and unfortunately there is nothing further I can provide on this at this point in time.

[r2kTrader]

r2kTrader,

The method has already been provided in this thread. You move the order so as to not execute. As stated, already fixed in NT7 and unfortunately there is nothing further I can provide on this at this point in time.

Josh,

Could you give me a quick example of how to move the order before it cancels automatically? That would save me some time.

Just a snippet of what to test and when to re-submit to protect from cancelling.

Thanks,

[NinjaTrader_JoshP]

Use liveUntilCancelled = true on your stop order so they will not auto cancel ever. Then you can just call ExitLongStop() again with your new stop price to modify the order when you want to do so.

ExitLongStop(int barsInProgressIndex, bool liveUntilCancelled, int quantity, double stopPrice, string signalName, string fromEntrySignal)

[r2kTrader]

Use liveUntilCancelled = true on your stop order so they will not auto cancel ever. Then you can just call ExitLongStop() again with your new stop price to modify the order when you want to do so.

ExitLongStop(int barsInProgressIndex, bool liveUntilCancelled, int quantity, double stopPrice, string signalName, string fromEntrySignal)

Thank you. One last question, and this is only because I am doing my first strategy with AOH.

What do I test when it's actually time to cancel? For example, if my entry is cancelled, do I set stopOrder = null after testing?

Thanks,

[NinjaTrader_JoshP]

You test the IOrder in OnOrderUpdate() for a Cancelled state. Once you receive a cancelled state then you can go ahead and set the IOrder to null again.