In my strategy I enter a long and put in two exits:
1. Stop order
2. Limit order
They both are in a state of "working"
The output from debugger:
+ Time[0] {27/01/2009 08:45:00} System.DateTime
+ targetOrder {Order='NT-00002/Back101' Name='SwingHighLow' State=Working Instrument='$EURUSD' Action=Sell Limit price=1.3278 Stop price=0 Quantity=0 Strategy='Amit_fib2' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='6bdb2ad1d717414caf5c9d95a876b122' Gtd='01/12/2099 00:00:00'} NinjaTrader.Cbi.IOrder {NinjaTrader.Cbi.Order}
+ stopOrder {Order='NT-00001/Back101' Name='Stop' State=Working Instrument='$EURUSD' Action=Sell Limit price=0 Stop price=1.3213 Quantity=0.01M Strategy='Amit_fib2' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='d288d9da0b674c1eb883062f2a540b8e' Gtd='01/12/2099 00:00:00'} NinjaTrader.Cbi.IOrder {NinjaTrader.Cbi.Order}
Position.MarketPosition Long NinjaTrader.Cbi.MarketPosition
+ Time[0] {27/01/2009 08:45:00} System.DateTime
Then on the next bar I change the stop order and it goes thru the stages and ends up in "working" state.
+ stopOrder {Order='NT-00003/Back101' Name='NextFibAgainst' State=PendingSubmit Instrument='$EURUSD' Action=Sell Limit price=0 Stop price=1.32275 Quantity=0 Strategy='Amit_fib2' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='a5c3bb94d5b948889635364740198d0e' Gtd='01/12/2099 00:00:00'} NinjaTrader.Cbi.IOrder {NinjaTrader.Cbi.Order}
+ stopOrder {Order='NT-00003/Back101' Name='NextFibAgainst' State=Accepted Instrument='$EURUSD' Action=Sell Limit price=0 Stop price=1.32275 Quantity=0 Strategy='Amit_fib2' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='a5c3bb94d5b948889635364740198d0e' Gtd='01/12/2099 00:00:00'} NinjaTrader.Cbi.IOrder {NinjaTrader.Cbi.Order}
+ stopOrder {Order='NT-00003/Back101' Name='NextFibAgainst' State=Working Instrument='$EURUSD' Action=Sell Limit price=0 Stop price=1.32275 Quantity=0 Strategy='Amit_fib2' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='a5c3bb94d5b948889635364740198d0e' Gtd='01/12/2099 00:00:00'} NinjaTrader.Cbi.IOrder {NinjaTrader.Cbi.Order}
But now I don't understand why my limit order is cancelled. Why?
+ targetOrder {Order='NT-00002/Back101' Name='SwingHighLow' State=PendingCancel Instrument='$EURUSD' Action=Sell Limit price=1.3278 Stop price=0 Quantity=0 Strategy='Amit_fib2' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='6bdb2ad1d717414caf5c9d95a876b122' Gtd='01/12/2099 00:00:00'} NinjaTrader.Cbi.IOrder {NinjaTrader.Cbi.Order}
+ targetOrder {Order='NT-00002/Back101' Name='SwingHighLow' State=Cancelled Instrument='$EURUSD' Action=Sell Limit price=1.3278 Stop price=0 Quantity=0 Strategy='Amit_fib2' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='6bdb2ad1d717414caf5c9d95a876b122' Gtd='01/12/2099 00:00:00'} NinjaTrader.Cbi.IOrder {NinjaTrader.Cbi.Order}
I attach a pic of this trade with black line indicating my target. You can see that there was no reason to cancel it.
Regards,
Baruch

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