CancelOrder() secondary time frame

[marcoheimann]

Hi,

I'm running into a problem with canceling managed orders in a multi time frame strategy.

From the primary timeframe I sent an EnterLongStop order (live until cancelled = true) to one minute timeframe.

Now I want it to be cancelled on the next open of my primary timeframe. I used a counter to sent a CancelOrder() after one bar. But then backtests show no more trades. When playing a littel with the code I found that if I set the counter to a huge number (1000) the trades reappear.

If I set live untill canceled to false the order holds for only one minute.

If anyone can help me with this, please see th code below

			if (BarsInProgress == 0)
			{
			
   			if (CurrentBar > barNumberOfOrderL + 5)
			{
				CancelOrder(entryOrderL);
			}
			
			if (CurrentBar > barNumberOfOrderS + 5)
			{
				CancelOrder(entryOrderS);
			}
				
			stopOrderL = ExitLongStop(1, true, DefaultQuantity, updatedstopL, "ExitLong 1min", "LongStopEntry 1min");
			stopOrderS = ExitShortStop(1, true, DefaultQuantity, updatedstopS, "ExitShort 1min", "ShortStopEntry 1min");
    		
			if (	"My entrylong code")
				{
					entryOrderL = EnterLongStop(1, true, DefaultQuantity, entrypriceL, "LongStopEntry 1min");
					stopOrderL = ExitLongStop(1, true, DefaultQuantity, stoppriceL, "ExitLong 1min", "LongStopEntry 1min");	
					
					barNumberOfOrderL = CurrentBar;
				}
			
			if (	"My entryshort code"
)
				{
					entryOrderS = EnterShortStop(1, true, DefaultQuantity, entrypriceS, "ShortStopEntry 1min");
					stopOrderS = ExitShortStop(1, true, DefaultQuantity, stoppriceS, "ExitShort 1min", "ShortStopEntry 1min");
				
					barNumberOfOrderS = CurrentBar;
				}
				
	
			}

[NinjaTrader_AdamP]

marco,

I see you have another thread open with Bertrand helping you. I would suggest working through this issue there as well if its the same strategy.

http://www.ninjatrader.com/support/forum/showthread.php?t=52707

[marcoheimann]

Hi Adam

yes it is! sorry for being impatient. We'll deal with this in one thread.

Marco