ExitLong and then EnterShort

[jonmoron]

Hi,

I'm having an issue exiting a long position and then entering a short position within the same bar (a few lines lower in code). The issue is after calling ExitLong(), my Position.MarketPosition is Long and my Position.Quantity is 1 (from the long entry).

After calling ExitLong(), I subsequently call EnterShort() but first check to see if Position is flat. My EnterShort() never gets called because at the time of the short entry, the position is long (even after ExitLong() has been called and executed).

What's going on? I'm assuming its an issue with order handling and perhaps I am not using the appropriate order handling properties in the Initialize method of the strategy.

Thanks!

[NinjaTrader_Bertrand]

Jon, this would be expected if you run your strategy with CalculateOnBarClose set to true - you could work with the advanced order handling to check if your ExitLong() filled and then issue your reverse.

http://www.ninjatrader-support.com/HelpGuideV6/IOrder.html

[jonmoron]

Bertrand,

Yes, COBC is true on this strategy. How would I work with the Advanced order handling to check if my ExitLong has been filled? Why is this an issue when COBC is true? This seems like a pretty straightforward request.

Jon, this would be expected if you run your strategy with CalculateOnBarClose set to true - you could work with the advanced order handling to check if your ExitLong() filled and then issue your reverse.

http://www.ninjatrader-support.com/H...V6/IOrder.html

[NinjaTrader_Bertrand]

Jon, with COBC true all calcs are updated at the end of the bar, thus you can't work out the intrabar exit with this approach. If you for example monitor OnExecution() for the fill status of your ExitLong() IOrder you could reverse intrabar as you can send the EnterShort not tied to your OnBarUpdate() calls then (which are on bar close with your setting).