Target Limit with Iorder...

[blarouche]

I know there is a lot of code but I felt I had to include that to explain my problem. I will produce the code in 2 posts because of characters limit..

I have three different orders because I want to scale in and out of the position. I manage my stop loss and trailing stop with SetStopLoss and SetTrailStop methods.

Now I want to manage my Target Stop with IOrder objects. There is no other way !


So as soon as I get a fill on a long or short trade I place my Take profit stop on the OnExecution method down below. The problem is that they don't get triggered !

Do you see any bad coding there ?


On OnBarUpdate method :
if (BuyOrders > 0){
entryBOrder1 = EnterLongLimit(Cnts_firstTarget,BuyOrders,"aL");
entryBOrder2 = EnterLongLimit(secondTarget_Cnts,BuyOrders,"bL");
entryBOrder3 = EnterLongLimit(thirdTarget_Cnts,BuyOrders,"cL");

} if(SellOrders < 999999){
entrySOrder1 = EnterShortLimit(Cnts_firstTarget,SellOrders,"aS");
entrySOrder2 = EnterShortLimit(secondTarget_Cnts,SellOrders,"bS");
entrySOrder3 = EnterShortLimit(thirdTarget_Cnts,SellOrders,"cS");
}

[blarouche]

Second Post

Second post :

On OnExecution method :

protectedoverridevoid OnExecution(IExecution execution)
{
if (entryBOrder1 != null && entryBOrder1.Token == execution.Order.Token)
{
if (execution.Order.OrderState == OrderState.Filled || execution.Order.OrderState == OrderState.PartFilled || (execution.Order.OrderState == OrderState.Cancelled && execution.Order.Filled > 0))
{
targetBOrder1 = ExitLongLimit(0, true, execution.Order.Filled, execution.Order.AvgFillPrice + (firstTarget_Ticks * TickSize), "MyLTarget1","aL");

if (execution.Order.OrderState != OrderState.PartFilled)
{
entryBOrder1 = null;
}
}
}

if ((targetBOrder1 != null && targetBOrder1.Token == execution.Order.Token))
{
if (execution.Order.OrderState == OrderState.Filled || execution.Order.OrderState == OrderState.PartFilled)
{
targetBOrder1 = null;
}
}






}


Thank you

Bernard

[NinjaTrader_JoshP]

You will have to debug your IOrder. Print from the top of OnExecution to see which IOrder is coming in.

Print(execution.ToString());

Then work from there to determine which if-statement is not working.

Also use TraceOrders = true to help in the tracking.

[blarouche]

Never reappeared

If I look at the Output window it seems that the Target orders were placed at the time of the Fill but never reappeared again !

But on the bar that the trade should have been triggered it showed my SetStop oder !!




Bernard

[NinjaTrader_JoshP]

Not following you. You should not mix Set() methods with IOrders. If you are managing your trades via IOrders you should manage it completely. If it does not reappear it could mean you are resetting your IOrder to null too early. It could also mean that the trade was finished and there is nothing to "reappear" for.

[blarouche]

Yes Josh I am mixing SetStop and IOrder because I've been trying deseparately for three days now to make three easy things work :

Enter a trade
1) Initial Stop 6 ticks
2)Target on first set 3 ticks, Target on second set 6 ticks, Target on third set 16 ticks.
3) After 3 ticks reajust stop loss to EntryPrice - 3 ticks, After 6 ticks breakeven. That's it.

I tried only IOrder , I tried only SetStopLoss SetTargetStop etc..


I don't know what to do now

Bernard

[NinjaTrader_JoshP]

If you want so many targets you need to scale in 3 times.

Use ExitLongStop for stops and ExitLongLimit for targets.

See this reference for adjusting stops to breakeven: http://www.ninjatrader-support2.com/...ead.php?t=7499

[blarouche]

Succeeded

Thank you very much Josh and Bertrand.

I have finally succeded and the backtest on the 50 ticks chart has worked as expected.






Bernard