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    stop rejected

    ES 12-11 data ...7 Nov 2011 17:13:00... many 10 range bars plot within the same second
    my strat goes long ....the position is filled long however before the stop can be placed, my strat also places a short...this results in the long position stop being rejected and the short position is used in its place closing out the long position.

    NT now thinks that it is flat, however the short position stop is in place and my code trails it down behind the market...from there of course, when the stop is hit, NT then thinks it is long when it should be flat...and so on

    question: I use AtmStrategyCreate and not EnterLong/EnterShort. My code deals with rejected orders in the OnBarUpdate method. It does not deal with rejected stops. How can I detect the rejected stop? OnOrderUpdate method seems to deal with EnterLong/EnterShort code only.
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    Last edited by ATI user; 01-22-2012, 09:39 AM.

    #2
    Hello ATI user, sorry for our late reply - that's correct the OnOrderUpdate() / OnExecution() methods would be able to pick up any ATM strategy method generated orders, they would not implement the IOrder interface.

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      #3
      so you are saying that it is not possible to detect a rejected stop order placed using atms?

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        #4
        ATI user, the ATM generated orders would not be picked up by the advanced order management event handlers we have for regular NinjaScript strategies, but you can check the stop and target order status via - http://www.ninjatrader.com/support/h...rgetorders.htm

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