Limit Order

[blar58]

There is something wrong but I don't know what it is. It is related to the stop order limit that I have coded.

Here is my order. I am using the unmanaged orders strategy :

entryBOrder = SubmitOrder(0, OrderAction.Buy, OrderType.StopLimit, qtyToTrade, BuyOrderPrice, BuyOrderPrice, "", "LONG");

I get fills that are way past my limit. How can that happen


Thanks

[NinjaTrader_Joydeep]

Hello blar58,
Thanks for your post.

Can you please send me the log and trace files to support[AT]ninjatrader[DOT]com

Please let me know on which instrument you are testing/running the strategy and at what time you witnessed the scenario.

• You will find the log file in the Documents > NinjaTrader 7 > Log folder.
• The log file will be named "log.YYYYMMDD.txt"

• You will find the trace file in the Documents > NinjaTrader 7 > Trace folder.
• The trace file will be named "trace.YYYYMMDD.txt"

Please append Attn:Joydeep in the subject line of the email and give a reference of this thread in the body of the email.

I look forward to assisting you further.

[blar58]

I just send you the info by email


Waiting for your response

[NinjaTrader_Joydeep]

Hello blar58,
Thanks for your note.

This is to confirm I have received you email and have replied back to it.

[blar58]

I have found the problem.

Thank you very much for your help JoyDeep

[blar58]

Sorry
I thought I found the problem but was wrong.

I have to change the orders like that it is an integral part of my strategy.

Here is the code what I modify my Buy stop limit order :


BuyOrderPrice = Low[0] + (TickSize*9); ChangeOrder(entryBOrder,entryBOrder.Quantity,BuyOr derPrice,BuyOrderPrice);

Do you have an idea why the limit doesn't work ?

I get always 2-3 ticks slippage which makes me crazy.

Thanks

[NinjaTrader_Joydeep]

Hello blar58,
From the log files I can see that you are getting favourable fills. In the below log the stop was triggered at 95.52 and it got filled at 95.58

18/09/2012 8:18:29 AM|1|32|Order='2f5cc056517e4d9aa63a3e309d5a7361/Sim101' Name='SHORT' New state=Filled Instrument='CL 10-12' Action=SellShort Limit price=95.52 Stop price=95.52 Quantity=1 Type=StopLimit Filled=1 Fill price=95.58 Error=NoError Native error=''

Favorable fills are expected. Are you getting any unfavorable fills.

Please let me know if I can assist you any further.