Order placement

[Stephan123]

Hi,

I'm backtesting a strategy that runs on daily data and places entry orders
via OnExecution when an exit takes place and via OnOrderUpdate when an order cancelation takes place. It works fine in general but there are a few bars where no entry orders are placed, although there is a prior exit or cancelation.
Not sure what's the reason, is it eventually a known issue that some
events are "missed" by NT or might that be a multithread-issue?

It seems like that
if (exitOrder != null && exitOrder == execution.Order)
{}
isn't reached in those few cases although an exit takes place.
According issue for OnOrderUpdate() and order cancelation.

Thanks in advance for advice,

Stephan

[NinjaTrader_Joydeep]

Hello Stephan,
We are not aware of any known scenarios pertaining to the OnOrderUpdate or the OnExectution event.

It might be the case the the orders might be rejected as per the internal order handling rules of the managed approach. Please refer to our help guide to know more.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?managed_approach.htm

If you append the below code in the Initialze section of the strategy then can you get any cancelled orders in the Output window.

TraceOrders = true;

For more debugging tips please refer to this post.

http://www.ninjatrader.com/support/forum/showthread.php?t=3418

[Stephan123]

Hallo,

Orders are not rejected, they are not placed as can be seen
in the output window using TraceOrders=true.
It's the OnExecution Event and the OnOrderUpdateEvent, that seem in some cases not to be "recognized".

[NinjaTrader_AdamP]

Stephan,

Likely we would need to see your log and some example code from your strategy here.

If the orders are not placed, it could be your conditions aren't satisfied however its hard to determine by the small sample in your original message.

Could you post more code here, and/or provide your log?

[Stephan123]

I tested further and found the problem.
There was a numerical issue with my entry trigger,
when corrected it worked as expected.
Thanks again, Stephan