orders got cancelled

[light7801]

when i running my strategy, some orders got automatically canceled without a reason. my condition is when crossabove enter a limit order to get current bid price. may somebody tell me what went wrong? thanks.

[NinjaTrader_Tim]

Hi light7801,

Orders can automatically expire if the condition no longer exists, and the limit price is not reach after one bar.

More info at - http://www.ninjatrader-support.com/H...tml?Overview36

This may or may not have been what happened in your case.

I may be able to tell you more if...

1. You send a note to [email protected]

2. Include "ATTN: TIM" in the subject line

3. Include your most recent Log and Trace file
You can find these files at the following locations:
Start Menu--> My Documents--> NinjaTrader 6.5--> Log--> log.yyyymmdd
Start Menu--> My Documents--> NinjaTrader 6.5--> Trace--> trace.yyyymmdd

4. Referrence this post: http://www.ninjatrader-support2.com/...ad.php?t=28620

[light7801]

hi Tim, for a buy or sell order, i think the condition just exists for one instant once a indicator cross a line. i think a condition does not contain any time frame...it's just a time point. so i don't really understand "Orders can automatically expire if the condition no longer exists"

also, if the order will get canceled when the limit price is not reached after one bar, can we manually change it to for example 3 bars? or given a period of time before it gets expired? thanks.

[Sleeping Troll]

Is this what you need?

TimeInForce = Cbi.TimeInForce.Gtc;

[NinjaTrader_Tim]

Hi light7801,

For a CrossAbove, the lookBackPeriod period for the condition may no longer exist.

You can increase the lookBackPeriod, or alternatively, you can use an overload that accepts liveUntilCancelled, for which you would have to manually cancel the order.

[light7801]

Hi Tim, how do i increase the lookbackperiod? thanks.

[NinjaTrader_Tim]

Hi light7801,

The lookBackPeriod is one of the parameters in the overload.

For example....

CrossAbove(Close, 1000, 3)

instead of....

CrossAbove(Close, 1000, 1)


More info at - http://www.ninjatrader-support.com/H...tml?CrossAbove