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    #1

    OrderRejected

    I'm not sure why I'm seeing this error in my strategy. The strategy terminates at the error.

    **NT** Strategy 'zOFv2Strategy/b38d9f567c9b4c2cb9ef4e61af88759e' submitted an order that generated the following error 'OrderRejected'. Strategy has sent cancel requests, attempted to close the position and terminated itself.
    Can someone help me understand the issue?

    This is the final snippet of the console log.
    TraceOrders is set to true (for debugging).
    Last trade log lines are from OnBarUpdate().
    Execution log lines are from OnMarketData().
    Order log lines are from OnOrderUpdate().

    Data is from a replay.

    Code:
    7/13/2011 9:09:49 AM : zOFv2Strategy(400,400,1000,120) : MarketDataType.Bid : 116.2
7/13/2011 9:09:50 AM : zOFv2Strategy(400,400,1000,120) : MarketDataType.Last: 116.2
7/13/2011 9:09:50 AM : zOFv2Strategy(400,400,1000,120) : Last trade: 116.2. Bid=116.2 :: Ask: 116.22
7/13/2011 9:09:50 AM : zOFv2Strategy(400,400,1000,120) : MarketDataType.Last: 116.2
7/13/2011 9:09:50 AM : zOFv2Strategy(400,400,1000,120) : Last trade: 116.2. Bid=116.2 :: Ask: 116.22
7/13/2011 9:09:50 AM : zOFv2Strategy(400,400,1000,120) : MarketDataType.Last: 116.2
7/13/2011 9:09:50 AM : zOFv2Strategy(400,400,1000,120) : Last trade: 116.2. Bid=116.2 :: Ask: 116.22
7/13/2011 9:09:50 AM : zOFv2Strategy(400,400,1000,120) : MarketDataType.Bid : 116.2
7/13/2011 9:09:50 AM : zOFv2Strategy(400,400,1000,120) : MarketDataType.Ask : 116.22
7/13/2011 9:09:50 AM : zOFv2Strategy(400,400,1000,120) : MarketDataType.Bid : 116.32
7/13/2011 9:09:50 AM : zOFv2Strategy(400,400,1000,120) : MarketDataType.Ask : 116.34
7/13/2011 9:09:50 AM : zOFv2Strategy(400,400,1000,120) : MarketDataType.Last: 116.32
7/13/2011 9:10:46 AM : zOFv2Strategy(400,400,1000,120) : Last trade: 116.32. Bid=116.32 :: Ask: 116.34
7/13/2011 9:10:46 AM : zOFv2Strategy(400,400,1000,120) : MarketDataType.Last: 116.32
7/13/2011 9:10:46 AM : zOFv2Strategy(400,400,1000,120) : Entering Short Position @ 116.32
7/13/2011 9:10:46 AM Entered internal PlaceOrder() method at 7/13/2011 9:10:46 AM: BarsInProgress=0 Action=SellShort OrderType=Limit Quantity=1 LimitPrice=116.32 StopPrice=0 SignalName='' FromEntrySignal=''
7/13/2011 9:10:46 AM : zOFv2Strategy(400,400,1000,120) : Order='bc1a8980dea54f52893bd5b6d777412a/Replay101' Name='Sell short' State=PendingSubmit Instrument='BC 09-11' Action=SellShort Limit price=116.32 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='bc1a8980dea54f52893bd5b6d777412a' Gtd='1/1/0001 12:00:00 AM'
7/13/2011 9:10:46 AM : zOFv2Strategy(400,400,1000,120) : Order='bc1a8980dea54f52893bd5b6d777412a/Replay101' Name='Sell short' State=Accepted Instrument='BC 09-11' Action=SellShort Limit price=116.32 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='bc1a8980dea54f52893bd5b6d777412a' Gtd='1/1/0001 12:00:00 AM'
7/13/2011 9:10:46 AM : zOFv2Strategy(400,400,1000,120) : Order='bc1a8980dea54f52893bd5b6d777412a/Replay101' Name='Sell short' State=Working Instrument='BC 09-11' Action=SellShort Limit price=116.32 Stop price=0 Quantity=1 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='bc1a8980dea54f52893bd5b6d777412a' Gtd='1/1/0001 12:00:00 AM'
7/13/2011 9:10:46 AM : zOFv2Strategy(400,400,1000,120) : Last trade: 116.32. Bid=116.32 :: Ask: 116.34
7/13/2011 9:10:46 AM : zOFv2Strategy(400,400,1000,120) : MarketDataType.Bid : 116.32
**NT** Strategy 'zOFv2Strategy/b38d9f567c9b4c2cb9ef4e61af88759e' submitted an order that generated the following error 'OrderRejected'. Strategy has sent cancel requests, attempted to close the position and terminated itself.
7/13/2011 9:10:46 AM CancelAllOrders: BarsInProgress=0
7/13/2011 9:10:46 AM Entered internal PlaceOrder() method at 7/13/2011 9:10:46 AM: BarsInProgress=0 Action=BuyToCover OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='Close' FromEntrySignal=''
7/13/2011 9:10:46 AM : zOFv2Strategy(400,400,1000,120) : Order='176b993ce90b4f15b0dac6b5d9fa4940/Replay101' Name='Close' State=PendingSubmit Instrument='BC 09-11' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Type=Market Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='176b993ce90b4f15b0dac6b5d9fa4940' Gtd='1/1/0001 12:00:00 AM'
7/13/2011 9:10:46 AM : zOFv2Strategy(400,400,1000,120) : Order='176b993ce90b4f15b0dac6b5d9fa4940/Replay101' Name='Close' State=Accepted Instrument='BC 09-11' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Type=Market Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='176b993ce90b4f15b0dac6b5d9fa4940' Gtd='1/1/0001 12:00:00 AM'
7/13/2011 9:10:46 AM : zOFv2Strategy(400,400,1000,120) : Order='176b993ce90b4f15b0dac6b5d9fa4940/Replay101' Name='Close' State=Working Instrument='BC 09-11' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Type=Market Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='176b993ce90b4f15b0dac6b5d9fa4940' Gtd='1/1/0001 12:00:00 AM'
7/13/2011 9:10:46 AM : zOFv2Strategy(400,400,1000,120) : Order='176b993ce90b4f15b0dac6b5d9fa4940/Replay101' Name='Close' State=Filled Instrument='BC 09-11' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Type=Market Tif=Gtc OverFill=False Oco='' Filled=1 Fill price=116.34 Token='176b993ce90b4f15b0dac6b5d9fa4940' Gtd='1/1/0001 12:00:00 AM'
7/13/2011 9:10:46 AM : zOFv2Strategy(400,400,1000,120) : Execution='d72646de4a014abb98352366e8646f20' Instrument='BC 09-11' Account='Replay101' Name='Close' Exchange=Default Price=116.34 Quantity=1 Market position=Long Commission=0 Order='176b993ce90b4f15b0dac6b5d9fa4940' Time='7/13/2011 9:10:46 AM'
7/13/2011 9:10:46 AM Disable() called: strategy disabled
7/13/2011 9:10:46 AM CancelAllOrders: BarsInProgress=0
**NT** Disabling NinjaScript strategy 'zOFv2Strategy/b38d9f567c9b4c2cb9ef4e61af88759e'
    Tags: None
    #2
    emini.ninja, can you please rerun your scenario with only TraceOrders on and then pasting the output here? On which NT version are you working here?

    Comment

      #3
      Here's the console output with just the TraceOrders on.

      Code:
      **NT** Enabling NinjaScript strategy 'zOFv2Strategy/f0113e07f485420db3fa43b613a0485b' : On starting a real-time strategy - StrategySync=WaitUntilFlat SyncAccountPosition=False EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositions ExitOnClose=False Set order quantity by=Strategy ConnectionLossHandling=Recalculate DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=False CancelExitOrdersOnDisable=True MaxRestarts=8640000 in 86400 minutes
7/13/2011 8:23:33 AM Entered internal PlaceOrder() method at 7/13/2011 8:23:33 AM: BarsInProgress=0 Action=Buy OrderType=Limit Quantity=1 LimitPrice=116.08 StopPrice=0 SignalName='' FromEntrySignal=''
7/13/2011 8:27:10 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-5 Currency=0 Simulated=False
7/13/2011 8:27:10 AM Amended stop order: Order='48a8d2542297489e88f39ccb65dfb8f8/Replay101' Name='Stop loss' State=Accepted Instrument='BC 09-11' Action=Sell Limit price=0 Stop price=116.13 Quantity=1 Strategy='zOFv2Strategy' Type=Stop Tif=Gtc Oco='9b71e92fe4b1447a871c8b2f9ab53f79-31' Filled=0 Fill price=0 Token='48a8d2542297489e88f39ccb65dfb8f8' Gtd='12/1/2099 12:00:00 AM'
7/13/2011 8:27:11 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-5 Currency=0 Simulated=False
7/13/2011 8:27:12 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-5 Currency=0 Simulated=False
7/13/2011 8:27:12 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-5 Currency=0 Simulated=False
7/13/2011 8:27:17 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-6 Currency=0 Simulated=False
7/13/2011 8:27:17 AM Amended stop order: Order='48a8d2542297489e88f39ccb65dfb8f8/Replay101' Name='Stop loss' State=Accepted Instrument='BC 09-11' Action=Sell Limit price=0 Stop price=116.14 Quantity=1 Strategy='zOFv2Strategy' Type=Stop Tif=Gtc Oco='9b71e92fe4b1447a871c8b2f9ab53f79-31' Filled=0 Fill price=0 Token='48a8d2542297489e88f39ccb65dfb8f8' Gtd='12/1/2099 12:00:00 AM'
7/13/2011 8:27:18 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-6 Currency=0 Simulated=False
7/13/2011 8:27:27 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-6 Currency=0 Simulated=False
7/13/2011 8:27:28 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-6 Currency=0 Simulated=False
7/13/2011 8:27:28 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-6 Currency=0 Simulated=False
7/13/2011 8:27:29 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-6 Currency=0 Simulated=False
7/13/2011 8:27:29 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-6 Currency=0 Simulated=False
7/13/2011 8:27:36 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-7 Currency=0 Simulated=False
7/13/2011 8:27:36 AM Amended stop order: Order='48a8d2542297489e88f39ccb65dfb8f8/Replay101' Name='Stop loss' State=Accepted Instrument='BC 09-11' Action=Sell Limit price=0 Stop price=116.15 Quantity=1 Strategy='zOFv2Strategy' Type=Stop Tif=Gtc Oco='9b71e92fe4b1447a871c8b2f9ab53f79-31' Filled=0 Fill price=0 Token='48a8d2542297489e88f39ccb65dfb8f8' Gtd='12/1/2099 12:00:00 AM'
7/13/2011 8:27:36 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-7 Currency=0 Simulated=False
7/13/2011 8:27:37 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-8 Currency=0 Simulated=False
7/13/2011 8:27:37 AM Amended stop order: Order='48a8d2542297489e88f39ccb65dfb8f8/Replay101' Name='Stop loss' State=Accepted Instrument='BC 09-11' Action=Sell Limit price=0 Stop price=116.16 Quantity=1 Strategy='zOFv2Strategy' Type=Stop Tif=Gtc Oco='9b71e92fe4b1447a871c8b2f9ab53f79-31' Filled=0 Fill price=0 Token='48a8d2542297489e88f39ccb65dfb8f8' Gtd='12/1/2099 12:00:00 AM'
7/13/2011 8:27:37 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-8 Currency=0 Simulated=False
7/13/2011 8:27:38 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-8 Currency=0 Simulated=False
7/13/2011 8:27:40 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-8 Currency=0 Simulated=False
7/13/2011 8:27:41 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-8 Currency=0 Simulated=False
7/13/2011 8:27:45 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-8 Currency=0 Simulated=False
7/13/2011 8:27:50 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-8 Currency=0 Simulated=False
7/13/2011 8:27:55 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-8 Currency=0 Simulated=False
7/13/2011 8:27:55 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-8 Currency=0 Simulated=False
7/13/2011 8:27:56 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-8 Currency=0 Simulated=False
7/13/2011 8:27:57 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-8 Currency=0 Simulated=False
7/13/2011 8:27:59 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-8 Currency=0 Simulated=False
7/13/2011 8:28:00 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Ticks Value=-8 Currency=0 Simulated=False
7/13/2011 8:28:52 AM Entered internal PlaceOrder() method at 7/13/2011 8:28:52 AM: BarsInProgress=0 Action=SellShort OrderType=Limit Quantity=1 LimitPrice=116.30 StopPrice=0 SignalName='' FromEntrySignal=''
7/13/2011 8:28:52 AM Cancelled expired order: BarsInProgress=0: Order='18fb9f5d71ea4a06bb5f69534481899e/Replay101' Name='Sell short' State=Working Instrument='BC 09-11' Action=SellShort Limit price=116.3 Stop price=0 Quantity=1 Strategy='zOFv2Strategy' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='18fb9f5d71ea4a06bb5f69534481899e' Gtd='12/1/2099 12:00:00 AM'
7/13/2011 9:01:21 AM Entered internal PlaceOrder() method at 7/13/2011 9:01:21 AM: BarsInProgress=0 Action=SellShort OrderType=Limit Quantity=1 LimitPrice=116.03 StopPrice=0 SignalName='' FromEntrySignal=''
7/13/2011 9:01:21 AM Cancelled expired order: BarsInProgress=0: Order='1ebe17c2eb3a494da63217be782b7f60/Replay101' Name='Sell short' State=Working Instrument='BC 09-11' Action=SellShort Limit price=116.03 Stop price=0 Quantity=1 Strategy='zOFv2Strategy' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='1ebe17c2eb3a494da63217be782b7f60' Gtd='12/1/2099 12:00:00 AM'
7/13/2011 9:10:46 AM Entered internal PlaceOrder() method at 7/13/2011 9:10:46 AM: BarsInProgress=0 Action=SellShort OrderType=Limit Quantity=1 LimitPrice=116.32 StopPrice=0 SignalName='' FromEntrySignal=''
**NT** Strategy 'zOFv2Strategy/f0113e07f485420db3fa43b613a0485b' submitted an order that generated the following error 'OrderRejected'. Strategy has sent cancel requests, attempted to close the position and terminated itself.
7/13/2011 9:10:46 AM CancelAllOrders: BarsInProgress=0
7/13/2011 9:10:46 AM Entered internal PlaceOrder() method at 7/13/2011 9:10:46 AM: BarsInProgress=0 Action=BuyToCover OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='Close' FromEntrySignal=''
7/13/2011 9:10:46 AM Disable() called: strategy disabled
7/13/2011 9:10:46 AM CancelAllOrders: BarsInProgress=0
**NT** Disabling NinjaScript strategy 'zOFv2Strategy/f0113e07f485420db3fa43b613a0485b'

      Comment

        #4
        Thanks emini.ninja - I see here no reason for a rejection for this normal limit entry order listed, could you please contact me with your logs / traces and the strategy if possible (Help > Mail to Support) so I could look into it on my end?

        Comment

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