Problem placing the stop order after entering the market

[Thomas79]

Hi

i have a problem with my stop and limit order in term of "timing"

i script is running on 5 minutes, when my script buy, normally it send a stop order and a limit order... but it send the order on the next 5 minutes after the buy order.

for example, at 10h05 my script buy but it send the stop and limit order at 10h10... so i have 5 minutes without stop on the market

Please, help me to fix this problem, i would like than my stop and limit order is send when the buying order is filled.

here my script of the order

if (Positions[0].MarketPosition==MarketPosition.Flat)
{
Stop = Low[0] - 3*TickSize;
Stop1 = Low[0]- 3*TickSize;
TP = Close[0]+(Close[0]-Stop);
tp1hit=false;
tp2hit=false;
}

}
}
}

if (Positions[0].MarketPosition!=MarketPosition.Flat)
{




if (Positions[0].MarketPosition==MarketPosition.Long)
{
if (High[0]>=TP)
{
if (!tp1hit)
{
TP=Positions[0].AvgPrice+(Positions[0].AvgPrice-Stop1)*1.50;
tp1hit=true;
Stop=Low[CurrentBar-barNumberOfOrder];
}
elseif (!tp2hit)
{
TP=Positions[0].AvgPrice+(Positions[0].AvgPrice-Stop1)*2;
tp2hit=true;
Stop=Positions[0].AvgPrice+2*TickSize;
}


}

ExitLongLimit(Positions[0].AvgPrice+(Positions[0].AvgPrice-Stop1)*2,"Long Profit", "Entry Long");
}

ExitLongStop(Stop,"Long Stop", "Entry Long");

}

[NinjaTrader_Bertrand]

Thomas, I would recommend then you place those protective orders in OnExecution() upon fill confirmation of your entry : http://www.ninjatrader.com/support/f...ead.php?t=7499

[Thomas79]

ok i change it with the OnExecution like that (above all the end of the script), when my order is filled i have my stop loss but after 5 minutes my stop loss is cancelled !

if (Positions[0].MarketPosition==MarketPosition.Short)
{
if (Low[0]<=TP)
{
if (!tp1hit)
{
TP=Positions[0].AvgPrice-(Stop1-Positions[0].AvgPrice)*1.45;
tp1hit=true;
Stop=High[CurrentBar-barNumberOfOrder];
}
elseif (!tp2hit)
{
TP=Positions[0].AvgPrice-(Stop1-Positions[0].AvgPrice)*2;
tp2hit=true;
Stop=Positions[0].AvgPrice-2*TickSize;

ExitShortLimit(Positions[0].AvgPrice-(Stop1-Positions[0].AvgPrice)*2,"Short Profit", "Entry Short");
}

protectedoverridevoid OnExecution(IExecution execution)
{

if (myEntryOrder != null && myEntryOrder == execution.Order)
{

ExitShortStop(Stop,"Short Stop", "Entry Short");

[NinjaTrader_Bertrand]

Hi Thomas, do you run then still on a 5 minute chart? In order to have the order not expire on the next bar, please set it to liveUntilCancelled then : http://www.ninjatrader.com/support/h...tshortstop.htm