Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

NT removing stop before position is closed

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    NT removing stop before position is closed

    I have two entries; entryOrder_1 and entryOrder_2. They both are entered at the same time, with 2 contracts for entryOrder_1, and one contract for entryOrder_2.
    The entries work fine with no problems, and so do the associated targets and stops. For a Long position, targetOrder_2 (one contract) is placed higher than targetOrder_1.

    targetOrder_1 is hit first and correctly cancels the associated stopOrder_1. However, it also cancels the target and stop for my second entry (targetOrder_2 and stopOrder_2). So I am left with a long position with no protection.
    Below is the data from the output window:

    2/10/2009 7:30:02 AM Entered internal PlaceOrder() method at 2/10/2009 7:30:02 AM: Action=Buy OrderType=Limit Quantity=2 LimitPrice=0.9612 StopPrice=0 SignalName='Long_1' FromEntrySignal=''
    2/10/2009 7:30:02 AM Entered internal PlaceOrder() method at 2/10/2009 7:30:02 AM: Action=Buy OrderType=Limit Quantity=1 LimitPrice=0.9612 StopPrice=0 SignalName='Long_2' FromEntrySignal=''
    2/10/2009 7:30:02 AM Entered internal PlaceOrder() method at 2/10/2009 7:30:02 AM: Action=Sell OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=0.9554 SignalName='Stop_1' FromEntrySignal='Long_1'
    2/10/2009 7:30:02 AM Entered internal PlaceOrder() method at 2/10/2009 7:30:02 AM: Action=Sell OrderType=Limit Quantity=1 LimitPrice=0.9629 StopPrice=0 SignalName='Target_1' FromEntrySignal='Long_1'
    2/10/2009 7:30:02 AM Entered internal PlaceOrder() method at 2/10/2009 7:30:02 AM: Action=Sell OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=0.9554 SignalName='Stop_2' FromEntrySignal='Long_2'
    2/10/2009 7:30:02 AM Entered internal PlaceOrder() method at 2/10/2009 7:30:02 AM: Action=Sell OrderType=Limit Quantity=1 LimitPrice=0.9668 StopPrice=0 SignalName='Target_2' FromEntrySignal='Long_2'
    2/10/2009 8:13:30 AM Cancelled pending exit order, since associated position is closed: Order='74107f903d454e43a20499a9e11ad200/Replay101' Name='Stop_1' State=Accepted Instrument='6S ##-##' Action=Sell Limit price=0 Stop price=0.9553 Quantity=2 Strategy='gcCurrencyRangeWithParabolicSAR' Type=Stop Tif=Day Oco='' Filled=0 Fill price=0 Token='74107f903d454e43a20499a9e11ad200' Gtd='1/12/2099 12:00:00 AM'
    2/10/2009 8:13:31 AM Cancelled pending exit order, since associated position is closed: Order='51d4986c970f43609e0eab308bc0affe/Replay101' Name='Target_2' State=Working Instrument='6S ##-##' Action=Sell Limit price=0.9682 Stop price=0 Quantity=1 Strategy='gcCurrencyRangeWithParabolicSAR' Type=Limit Tif=Day Oco='' Filled=0 Fill price=0 Token='51d4986c970f43609e0eab308bc0affe' Gtd='1/12/2099 12:00:00 AM'
    2/10/2009 8:13:31 AM Cancelled pending exit order, since associated position is closed: Order='2c0b9ae404594fbd893eb8989e6e6af1/Replay101' Name='Stop_2' State=Accepted Instrument='6S ##-##' Action=Sell Limit price=0 Stop price=0.9554 Quantity=1 Strategy='gcCurrencyRangeWithParabolicSAR' Type=Stop Tif=Day Oco='' Filled=0 Fill price=0 Token='2c0b9ae404594fbd893eb8989e6e6af1' Gtd='1/12/2099 12:00:00 AM'

    #2
    astrolobe, are you using this strategy with order handling set to 'PerEntryExecution'?

    Comment


      #3
      Hi,

      It seems I have also run into a similar problem. See http://www.ninjatrader-support2.com/...ad.php?t=22834

      I have checked and I am using per entry execution

      Simulatorboy

      Comment


        #4
        astrolobe,

        You have likely run into a known bug in 6.5 which should be resolved in 7.
        Josh P.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by CarlTrading, 03-31-2026, 09:41 PM
        1 response
        67 views
        0 likes
        Last Post NinjaTrader_ChelseaB  
        Started by CarlTrading, 04-01-2026, 02:41 AM
        0 responses
        36 views
        0 likes
        Last Post CarlTrading  
        Started by CaptainJack, 03-31-2026, 11:44 PM
        0 responses
        60 views
        1 like
        Last Post CaptainJack  
        Started by CarlTrading, 03-30-2026, 11:51 AM
        0 responses
        62 views
        0 likes
        Last Post CarlTrading  
        Started by CarlTrading, 03-30-2026, 11:48 AM
        0 responses
        53 views
        0 likes
        Last Post CarlTrading  
        Working...
        X