Problem with entering the market with a stop limit

[wlodi]

Hello

I want to enter the market with a stop limit, but also to say that if market goes 10 ticks away from my limit, then limit must be removed from the market. I try already using this code:

private double limitRemove = 10;
...
EnterLongStopLimit(1, High[5] + 1 * TickSize, High[5] + 1 * TickSize - limitRemove * TickSize);


Trying with
private IOrder myEntryOrder = null;
...
OnBarUpdate()
{
currentValue = High[5] + 1 * TickSize;
....
}
...
myEntryOrder = EnterLongLimit(0, true, 1, High[5] + 1 * TickSize, "Buy");

....

if (myEntryOrder != null && currentValue == (orderValue - limitRemove * TickSize))
{
CancelOrder(myEntryOrder);
}

It is compiling, but not working. Where can be the error?

Thanks for help!

[NinjaTrader_Brett]

Hello,


Thank you for your note.


What specifically is not working with it? Does the limit order submit or does it not cancel?

Finally If you add TraceOrders = True in the Initialize Method you will be able to trace the orders to see what is happening.

http://www.ninjatrader-support.com/HelpGuideV6/TraceOrders.html

I look forward to assisting you further.

[wlodi]

I forgot to say it before I put
TraceOrders = true in Initialize()
but still trades do not cancel.

I don't see difference between using EnterLongLimit with or without CancelOrder when I backtest strategy for a 30 days. I don't see it either when I use EnterLongStopLimit.

Thanks

[NinjaTrader_Brett]

If the order never cancells this means this code never runs:

if (myEntryOrder != null && currentValue == (orderValue - limitRemove * TickSize))
{
CancelOrder(myEntryOrder);
}

Would suggest adding a print to find out why this would not run.

-Brett