Hello,
my strategy is very simple:
It will place only 1 order and this is
entryStopOrder=EnterLongStop(BarsInProgress,true,DefaultQuantity,stopprice,"Stop loss");
the strategy will initially stay flat as this stop buy order is placed distant from the current ask.
As soon as I place this order I get an error message
Order rejected - reason:Invalid value in field # 99 (201) Affected Order: Buy 1 Stop @ 1,3648
and the strategy stops.
I have traced down the problem to the
internal PlaceOrder method:
after my call to EnterLongStop PlaceOrder is called 2 times, the first time with the correct parameters, but the second time with a wrong parameter,stop price=+infinito and this causes the error then.
Please explain what is the problem here.
Best regards
attached the log (together with output window output!)
10.33.10 Order Order rejected - reason:Invalid value in field # 99 (201) Affected Order: Buy 1 Stop @ 1,3648
10.33.10 Order Order='264388347' Name='Stop loss' New State=Rejected Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=1,3648 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=OrderRejected Native error='Order rejected - reason:Invalid value in field # 99 (201)'
OnOrderUpdate stopprice=1,3648entryStopOrder:Order='264388347 Name='Stop loss' State=Accepted Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=1,3648 Quantity=1' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='82c56a73a2c94f44a85dc587aec144ef' Gtd='01/01/0001 0.00.00'
10.33.10 Order Order='2643883479' Name='Stop loss' New State=Accepted Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=1,3648 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
10.33.10 Order Order='264388347' Name='Stop loss' New State=PendingChange Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=1,3648 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
10.33.10 Order Order='264388347' Name='Stop loss' New State=PendingChange Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=+Infinito Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
OnOrderUpdate stopprice=1,3648entryStopOrder:Order='264388347' Name='Stop loss' State=Accepted Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=1,3648 Quantity=1' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='82c56a73a2c94f44a85dc587aec144ef' Gtd='01/01/0001 0.00.00'
10.33.10 Order Order='264388347' Name='Stop loss' New State=Accepted Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=1,3648 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
10.33.10 Order Order='264388347' Name='Stop loss' New State=PendingSubmit Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=1,3648 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
10.33.10 Order Order='d2267554c0a94e1ea979ef63736d33f9' Name='Stop loss' New State=PendingSubmit Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=1,3648 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
10.33.10 Amended matching order: Action=Buy OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=+Infinito SignalName=Stop loss' FromEntrySignal=''
10.33.10 Entered internal PlaceOrder() method at 19/05/2009 10.33.10: Action=Buy OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=+Infinito SignalName='Stop loss' FromEntrySignal=''
10.33.10 Entered internal PlaceOrder() method at 19/05/2009 10.33.10: Action=Buy OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=1,3648 SignalName='Stop loss' FromEntrySignal=''
enter long stop 1,3648 == Print() before EnterLongStop
my call
Print("enter long stop "+ stopprice.ToString());
entryStopOrder=EnterLongStop(BarsInProgress,true,DefaultQuantity,stopprice,"Stop loss");
10.33.09 Strategy Starting NinjaScript strategy 'ShortFollowUp/46a34e924dcb42939fbc2e5b5aa229eb' : On starting a real-time strategy - StrategySync=SubmitLive EntryHandling=AllEntries EntriesPerDirection=4 StopTargetHandling=ByStrategyPosition ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=False Set order quantity by=DefaultQuantity
my strategy is very simple:
It will place only 1 order and this is
entryStopOrder=EnterLongStop(BarsInProgress,true,DefaultQuantity,stopprice,"Stop loss");
the strategy will initially stay flat as this stop buy order is placed distant from the current ask.
As soon as I place this order I get an error message
Order rejected - reason:Invalid value in field # 99 (201) Affected Order: Buy 1 Stop @ 1,3648
and the strategy stops.
I have traced down the problem to the
internal PlaceOrder method:
after my call to EnterLongStop PlaceOrder is called 2 times, the first time with the correct parameters, but the second time with a wrong parameter,stop price=+infinito and this causes the error then.
Please explain what is the problem here.
Best regards
attached the log (together with output window output!)
10.33.10 Order Order rejected - reason:Invalid value in field # 99 (201) Affected Order: Buy 1 Stop @ 1,3648
10.33.10 Order Order='264388347' Name='Stop loss' New State=Rejected Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=1,3648 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=OrderRejected Native error='Order rejected - reason:Invalid value in field # 99 (201)'
OnOrderUpdate stopprice=1,3648entryStopOrder:Order='264388347 Name='Stop loss' State=Accepted Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=1,3648 Quantity=1' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='82c56a73a2c94f44a85dc587aec144ef' Gtd='01/01/0001 0.00.00'
10.33.10 Order Order='2643883479' Name='Stop loss' New State=Accepted Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=1,3648 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
10.33.10 Order Order='264388347' Name='Stop loss' New State=PendingChange Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=1,3648 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
10.33.10 Order Order='264388347' Name='Stop loss' New State=PendingChange Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=+Infinito Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
OnOrderUpdate stopprice=1,3648entryStopOrder:Order='264388347' Name='Stop loss' State=Accepted Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=1,3648 Quantity=1' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='82c56a73a2c94f44a85dc587aec144ef' Gtd='01/01/0001 0.00.00'
10.33.10 Order Order='264388347' Name='Stop loss' New State=Accepted Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=1,3648 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
10.33.10 Order Order='264388347' Name='Stop loss' New State=PendingSubmit Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=1,3648 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
10.33.10 Order Order='d2267554c0a94e1ea979ef63736d33f9' Name='Stop loss' New State=PendingSubmit Instrument='6E 06-09' Action=Buy Limit price=0 Stop price=1,3648 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
10.33.10 Amended matching order: Action=Buy OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=+Infinito SignalName=Stop loss' FromEntrySignal=''
10.33.10 Entered internal PlaceOrder() method at 19/05/2009 10.33.10: Action=Buy OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=+Infinito SignalName='Stop loss' FromEntrySignal=''
10.33.10 Entered internal PlaceOrder() method at 19/05/2009 10.33.10: Action=Buy OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=1,3648 SignalName='Stop loss' FromEntrySignal=''
enter long stop 1,3648 == Print() before EnterLongStop
my call
Print("enter long stop "+ stopprice.ToString());
entryStopOrder=EnterLongStop(BarsInProgress,true,DefaultQuantity,stopprice,"Stop loss");
10.33.09 Strategy Starting NinjaScript strategy 'ShortFollowUp/46a34e924dcb42939fbc2e5b5aa229eb' : On starting a real-time strategy - StrategySync=SubmitLive EntryHandling=AllEntries EntriesPerDirection=4 StopTargetHandling=ByStrategyPosition ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=False Set order quantity by=DefaultQuantity
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