Order cancelled in simulation

[boaza]

By tracing the order status in OnOrderUpdate(), I've noticed that when I simulate a multi-timeframe strategy which places limit orders which are auto-cancelled (liveUntilCancelled = false), the order gets cancelled on every multiple of the secondary time frame, even if the limit price does not change.

For example, if my main timeframe is 1 min, and my secondary is 60 min, than every round hour the order will get cancelled, and re-placed one minute later with the same limit price.

A few questions:

• What is the reason for this behavior?
• Is this a aritfact of the simulation? Can I rest assured that during live trading the order will not be cancelled and re-sent?

[NinjaTrader_Bertrand]

boaza, this would expected behavior in NT's framework if you're not working with liveUntilCancelled = true in the advanced order entry overloads, then the order would persist across bar update calls and there would be no need for resubmission as you currently do.

[boaza]

Bertrand,
Will this be the behavior in live trading? Will the order be cancelled just to be placed again with the same limit price?

[NinjaTrader_Bertrand]

Yes, that can happen - if your order expires and conditions are still present on the next bar update the order would be resubmitted by NT. For more control please work with the liveUntilCancelled bool and CancelOrder() yourself as needed.