ExitLongLimit strange reaction

[AAATradingSolutions]

Hi ,
I'm using NT since a long time now and I'm very happy with it.

I'm an Expert .NET Analyst Developer so I use NT exclusively to develop automate systeme...

I wrote a lot of strategies without (too much ) technicals problems...

But here , I have a strange effect and I cannot explain it

I'm working on a strategy exclusively based on events.

In two words , I have 4 types of order :

1 ) an entry order (following some alogorithms and go long or short)
2) an adding order that is use to add on position if it loose 4 ticks
3) two targets order
4) a stop loss order...

The usual running is :
1) Entry
=> Target1 is created
=> Adding is created...

When Target 1 is hit :
=> Target 2 is created
=> Adding is cancelled
=> Stop loss is created...

I come to the problem...
The entry begin with 2 contracts (I forgot to say I'm trading only Future)
So Target 1 is created with 1 contract

The problem comes when Target 1 is hit and I create Target2 (on OnExecution event)
I have an error message saying : Reason='There is no remaining quantity to exit'
But I'm sure to have 1 contract left...
And If I print "Position.Quantity" , it's equal to 1.

The funny thing is that just after , I create the Stop Loss order , and there is no problem...

This is the part of code in OnExecution event :

            // Gestion du Target 1
            //====================
            // Si T1 est atteind , on arrete le Adding , et on met un Stop sur COG Ligne 1 de la quantité dans T2
            if (target1Order != null && target1Order.Token == execution.Order.Token) 
            {
                PrintDebug("MendoITCOGwithAdding:... Passage dans OnExecution : gestion Target1 Order");
                if (execution.Order.OrderState == OrderState.Filled)
                {

                    // On cree un Target 2 et un StopLoss
                    switch (Position.MarketPosition)
                    {
                        case MarketPosition.Long:
                            // On place les target sur le COG
                            PrintDebug("MendoITCOGwithAdding:....... target2Order = ExitLongLimit(0, true, Position.Quantity, MendoITCenterOfGravity(cOGNbreBars).Top2[0],'COG_T2','');");
                            PrintDebug(" Quantite pour le target 2 : " +  Position.Quantity );
                            target2Order = ExitLongLimit(0, true, Position.Quantity, MendoITCenterOfGravity(cOGNbreBars).Top2[0],"COG_T2","");

                            PrintDebug("MendoITCOGwithAdding:....... stopAfterT1Order = ExitLongStop(0,true,Position.Quantity, MendoITCenterOfGravity(cOGNbreBars).Bottom1[0],'COG_STOP','')");
                            stopAfterT1Order = ExitLongStop(0,true,Position.Quantity, MendoITCenterOfGravity(cOGNbreBars).Bottom1[0],"COG_STOP","");
                            break;
                        
                        case MarketPosition.Short:
                            // On place les target sur le COG
                            PrintDebug("MendoITCOGwithAdding:....... target2Order = ExitShortLimit(0, true, Position.Quantityu, MendoITCenterOfGravity(cOGNbreBars).Bottom2[0],'COG_T2','');");
                            PrintDebug(" Quantite pour le target 2 : " +  Position.Quantity );
                            target2Order = ExitShortLimit(0, true, Position.Quantity, MendoITCenterOfGravity(cOGNbreBars).Bottom2[0],"COG_T2","");
            
                            // On place les target sur le COG
                            PrintDebug("MendoITCOGwithAdding:....... stopAfterT1Order = ExitShortStop(0,true,Position.Quantity, MendoITCenterOfGravity(cOGNbreBars).Bottom1[0],'COG_STOP','')");
                            stopAfterT1Order = ExitShortStop(0,true,Position.Quantity, MendoITCenterOfGravity(cOGNbreBars).Top1[0],"COG_STOP","");
                            break;
                    }

                    // On supprime les Addings
                    if (addingOrder != null) 
                    {
                        PrintDebug("MendoITCOGwithAdding:....... CancelOrder(addingOrder);");
                        CancelOrder(addingOrder);
                    }

                    // On clear le pointeur
                    PrintDebug("MendoITCOGwithAdding:....... target1 Order = null;");
                    target1Order = null;
                    
                }
                return;
            }

And this is my output at that time :

******* ()-ES 06-11: 30/03/2011 16:35:00 | MendoITCOGwithAdding:... Passage dans OnExecution : gestion Target1 Order
******* ()-ES 06-11: 30/03/2011 16:35:00 | MendoITCOGwithAdding:....... CancelOrder(addingOrder);
Cancelled custom managed order at 30/03/2011 16:32:12: Order='b7d9dc88fcb5436193d4046bf5b8e60a/Sim101' Name='COG_Adding' State=Working Instrument='ES 06-11' Action=Buy Limit price=1319 Stop price=0 Quantity=2 Strategy='MendoITCOGwithAdding' Type=Limit Tif=Day Oco='' Filled=0 Fill price=0 Token='b7d9dc88fcb5436193d4046bf5b8e60a' Gtd='1/12/2099 0:00:00'
******* ()-ES 06-11: 30/03/2011 16:35:00 | MendoITCOGwithAdding:....... target2Order = ExitLongLimit(0, true, Position.Quantity, MendoITCenterOfGravity(cOGNbreBars).Top2[0],'COG_T2','');
30/03/2011 16:32:12 Entered internal PlaceOrder() method at 30/03/2011 16:32:12: BarsInProgress=0 Action=Sell OrderType=Limit Quantity=1 LimitPrice=1322,50 StopPrice=0 SignalName='COG_T2' FromEntrySignal=''
30/03/2011 16:32:12 Ignored PlaceOrder() method at 30/03/2011 16:32:12: Action=Sell OrderType=Limit Quantity=0 LimitPrice=1322,50 StopPrice=0 SignalName='COG_T2' FromEntrySignal='' Reason='There is no remaining quantity to exit'
******* ()-ES 06-11: 30/03/2011 16:35:00 | MendoITCOGwithAdding:....... stopAfterT1Order = ExitLongStop(0,true,Position.Quantity, MendoITCenterOfGravity(cOGNbreBars).Bottom1[0],'COG_STOP','')
30/03/2011 16:32:12 Entered internal PlaceOrder() method at 30/03/2011 16:32:12: BarsInProgress=0 Action=Sell OrderType=Stop Quantity=1 LimitPrice=0 StopPrice=1320,50 SignalName='COG_STOP' FromEntrySignal=''
******* ()-ES 06-11: 30/03/2011 16:35:00 | MendoITCOGwithAdding:....... target1 Order = null;


I must add that if I have some adding during the first step of the strategy.
Everything goes OK... Target2 is created with the lefting Position.Quantity.

Hope I'm clear in my explanation , it's not easy

Best Regards

[NinjaTrader_RyanM1]

Hi Trumumflu,

Thank you for the report. Can you let us know which version of NinjaTrader you are running?

[AAATradingSolutions]

Sorry I forgot...

I'm on Ninjatrader 7 (7.0.1000.2) with Zen fire.
I have a regular License

Those trades are made in real time but on simulation account...

[NinjaTrader_RyanM1]

There is one important coding change to make for version 7. When you check for equality you need to compare order objects directly, rather than use .token.

Change This:
if (target1Order != null && target1Order.Token == execution.Order.Token)

To This:
if (target1Order != null && target1Order == execution.Order)

Let us know if you are still seeing unexpected results after making this change.

[AAATradingSolutions]

I will change that and come back to you monday...

But I'm sure it will change nothing , the problem is in the code inside that IF...
So it enters without problems...

(But you're right , it's better to change...)