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    GTC Orders expiring

    I'm running a strategy that enters short orders -

    thisorder = EnterShortStop(3000,lim);
    SetStopLoss(CalculationMode.Price, stp);
    SetProfitTarget(CalculationMode.Price, prof);

    which are expiring after a couple of candles - see below

    8/01/2010 6:00:00 AM Entered internal PlaceOrder() method at 8/01/2010 6:00:00 AM: BarsInProgress=0 Action=SellShort OrderType=Stop Quantity=3,000 LimitPrice=0 StopPrice=0.9101 SignalName='' FromEntrySignal=''
    8/01/2010 6:00:00 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Price Value=0.9201 Currency=0 Simulated=False
    8/01/2010 6:00:00 AM Entered internal SetStopTarget() method: Type=Target FromEntrySignal='' Mode=Price Value=0.8901 Currency=0 Simulated=False
    20100108
    60000
    -1
    False
    0.9161
    0.9144
    0.9101
    0.8901
    0.9201
    0.9001
    0
    Reset Lo
    20100108
    70000
    -1
    False
    0.9165
    0.915
    0.9101
    0.8901
    0.9201
    0.9001
    0
    8/01/2010 7:00:00 AM Cancelled expired order: BarsInProgress=0: Order='NT-00000/Backtest' Name='Sell short' State=Working Instrument='$AUDUSD' Action=SellShort Limit price=0 Stop price=0.9101 Quantity=3,000 Strategy='FXBacktest' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='8b31e3ae21df4e9a9a08b992aa361c01' Gtd='1/12/2099 12:00:00 AM'
    Reset Lo
    20100108
    80000

    Any ideas why this is the case?
    Last edited by midsea; 03-25-2012, 04:23 PM.

    #2
    Hello,

    You can use the "Live till cancelled" property.

    EnterShortStop(int barsInProgressIndex, bool liveUntilCancelled, int quantity, double stopPrice, string signalName)

    Here is a reference sample : http://www.ninjatrader.com/support/f...ad.php?t=19169

    Please let me know if I may assist further.
    Adam P.NinjaTrader Customer Service

    Comment


      #3
      Hey Adam
      Thanks for that - looks to be working. Cheers.

      Comment


        #4
        Originally posted by midsea View Post
        I'm running a strategy that enters short orders -
        ......
        8/01/2010 7:00:00 AM Cancelled expired order: BarsInProgress=0: Order='NT-00000/Backtest' Name='Sell short' State=Working Instrument='$AUDUSD' Action=SellShort Limit price=0 Stop price=0.9101 Quantity=3,000 Strategy='FXBacktest' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='8b31e3ae21df4e9a9a08b992aa361c01' Gtd='1/12/2099 12:00:00 AM'
        Reset Lo
        20100108
        80000
        Where in NT I can see this report? Because I need to know in detail why placed order for enter were canceled .

        Comment


          #5
          alexstox,

          It is in My documents / NinjaTrader 7 / trace and log folders.
          Adam P.NinjaTrader Customer Service

          Comment

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