Orders not executed

[blar58]

I have a problem with an order.

My orders are managed with the second bar series Tick data.

Here is my order :

if(_entryBOrder1 == null && LowestRangePriceLevel != 0)
{					{
_entryBOrder1 = EnterLongLimit( 1, true, (DefaultQuantity*qty), LowestRangePriceLevel, "B1");
}

Here is the result I get from Trace Order :

Entered Internal PlaceOrder() method at 10/3/2011 2:15:00 PM: BarsInProgress=1 Action=BuyOrder Type=Limit Quantity=1 LimitPrice=1104.00 StopPrice=0 SignalName='B1' FromEntrySignal="

It seems like the order has been placed. But I have no fill when the price hits that price.

I see no order filled ...


What in the hell is going on !

[NinjaTrader_RyanM1]

Hi blar58,

I'm not sure what happened to the order. These questions will help narrow it down:
Are there any messages in log tab of control center?
Any further trace orders output related to the order?
What is the status if viewed in orders tab of control center?
What is the TIF setting?
What is the session template?
What is your time zone?
What instrument?
What interval is it applied to?
What is the ExitOnClose setting?

[blar58]

Ryan

There is no message in the log tab of the control center
No further trace orders output related to that order
Orders tabs : I have only one order A SellLimit Order coming from a short signal.
What is TIF ?
Session Template CME US index RTH
Time Zone : New York
Instrument ES 12-11
Interval : 5 minutes
ExitOnClose = true

[NinjaTrader_RyanM1]

Thanks for those details. TIF is the Time In Force, but shouldn't matter here as you submit the order well before market close.

My only suspicion is that TraceOrders output relates to a historical order and not an actual order

To look into this further, we would need to review your trace/log files for the day. Please mail these files to support 'at' ninjatrader 'dot' com Attn: RyanM and include a link to this thread.


Please provide me with your most current log and trace files.

You will find the log file in the Documents > NinjaTrader 7 > Log folder.

* The log file will be named "log.20111003.txt"

You will find the trace file in the Documents > NinjaTrader 7 > Trace folder.

* The trace file will be named "trace.20111003.txt"

[blar58]

Ryan

One observation :

If I separate the buy from the sell in two different strategies The orders seems to be executed correctly.

[NinjaTrader_RyanM1]

Thanks for the files, blar.

Based on your last post and your files, it looks like you are running into internal order handling rules.

10/3/2011 12:16:59 PM|3|128|An Enter() method to submit an entry order at '9/30/2011 11:15:00 AM' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.

A managed stratategy does not allow for competing orders at the same time, so there are internal rules that will ignore these. For full details on internal order handling rules, see the following link and then expand the section:
Internal Order Handling Rules that Reduce Unwanted Positions

http://www.ninjatrader.com/support/helpGuides/nt7/managed_approach.htm