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Limit orders occuring on next bar only

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    Limit orders occuring on next bar only

    Hello,
    whenever i use a EnterLongLimit or EnterShortLimit the order takes place only on the following bar, even if the price was reached on the bar where i placed the order.
    Is there a way to get the execution on the same bar as the order is placed?

    #2
    Hello barbra streisand,
    Thanks for your note.

    To assist you further may I know, are the orders being submitted at the end of the bar or orders are already submitted but are not getting filled.
    JoydeepNinjaTrader Customer Service

    Comment


      #3
      Hello Joydeep,
      my condition to submit an order takes place as soon as the bar closes, then on the following bar i submit a limit order and wait for the price to be reached but even if the price is reached in the same bar i have to wait for the following one for the order to take place. in short words: my limit order takes place with a one bar delay.
      i actually can't get what you mean by "are the orders being submitted at the end of the bar", is there a way to choose exactly the moment when an order can be submitted?
      thanks for your help.

      Comment


        #4
        Hello barbra streisand,
        Can you please send the log and trace files to support[AT]ninjatrader[DOT]com
        • You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.
        • The log file will be named "log.YYYYMMDD.txt"

        • You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.
        • The trace file will be named "trace.YYYYMMDD.txt"


        Also please let me know what instrument you were trading at what time you witnessed the scenario.

        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.
        JoydeepNinjaTrader Customer Service

        Comment


          #5
          Originally posted by barbra streisand View Post
          Hello Joydeep,
          my condition to submit an order takes place as soon as the bar closes, then on the following bar i submit a limit order and wait for the price to be reached but even if the price is reached in the same bar i have to wait for the following one for the order to take place. in short words: my limit order takes place with a one bar delay.
          i actually can't get what you mean by "are the orders being submitted at the end of the bar", is there a way to choose exactly the moment when an order can be submitted?
          thanks for your help.
          Where is this happening? In the Strategy Analyzer, or on a live (real or quasi) trading chart?

          Comment


            #6
            hi koganam,
            it happens in a live chart with a real (not paper) interactive brokers trading account for prices feed but i place orders against a sim101 account.

            Comment


              #7
              Originally posted by barbra streisand View Post
              hi koganam,
              it happens in a live chart with a real (not paper) interactive brokers trading account for prices feed but i place orders against a sim101 account.

              Could you post your entry code? Not the logic for entry, just the entry code itself, viz.,

              Code:
               
              if (EntryConditionsMet) //written like that, literally, not with the signal processing logic
              {
              //actual entry code
              }

              Comment


                #8
                sure, here's my entry command:

                if (EntryConditionsMet) //written like that, literally, not with the signal processing logic
                {
                EnterShortLimit(0, false, orderQuantityInt, pointOne, "fgbl6efdax short");
                }

                hope it helps, thanks a lot for your time.

                Comment


                  #9
                  Originally posted by barbra streisand View Post
                  sure, here's my entry command:

                  if (EntryConditionsMet) //written like that, literally, not with the signal processing logic
                  {
                  EnterShortLimit(0, false, orderQuantityInt, pointOne, "fgbl6efdax short");
                  }

                  hope it helps, thanks a lot for your time.
                  That looks kosher. Could you post an annotated picture of the late entry?

                  Comment

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