IgnoreOverFill = true; is still shutting down the strategy

[Tdschulz]

I have IgnoreOverFill = true; in initialize section but when the instance occurs, I still get an error. The strategy manages the position until it's closed, but then terminates it. How do I keep the strategy running?

[NinjaTrader_JC]

Hello Tdschulz,

Are you using the Managed or Unmanaged approach for your Order Methods?

http://www.ninjatrader.com/support/h...er_methods.htm

Happy to be of further assistance.

[Tdschulz]

Unmanaged. I've attached the strategy. To generate the overfill quickly, apply the strategy on a 1R CL 01-13 chart. It may work for awhile but usually within 10 - 15 minutes of active morning trading should result in an overfill.

[Tdschulz]

Upon further reading, I see that I am still using the managed approach. I thought using IOrder was considered "unmanaged." Is there a Sample script using unmanaged approach?

[Tdschulz]

I now am using Unmanaged although I'm not sure how to cancel orders. when the position is open initially, "stopOrderlong" and "targOrderlong" are placed. When the position is added to, I need to cancel the previous "stopOrderlong" and "targetOrderlong" as new orders are being placed with the new quantity. Can you give me some hints about cancelling them, where to insert the code, etc?

 protected override void OnExecution(IExecution execution)
        {
			/* We advise monitoring OnExecution to trigger submission of stop/target orders instead of OnOrderUpdate() since OnExecution() is called after OnOrderUpdate()
			which ensures your strategy has received the execution which is used for internal signal tracking. */
			{
			if (entryOrderlong != null && entryOrderlong == execution.Order)
			{
				if (execution.Order.OrderState == OrderState.Filled || execution.Order.OrderState == OrderState.PartFilled || (execution.Order.OrderState == OrderState.Cancelled && execution.Order.Filled > 0))
				{	
//					
					// Stop-Loss order
					stopOrderlong 	= SubmitOrder(0, OrderAction.Sell, OrderType.Stop, Position.Quantity, 0, Position.AvgPrice - Instrument.MasterInstrument.Round2TickSize(stoploss*(int)quantity1/(Math.Max(Position.Quantity,1))*TickSize/tickValue), "LongEntry", "LongStop");
					//ExitLongStop(0, true, Position.Quantity, Position.AvgPrice - Instrument.MasterInstrument.Round2TickSize(stoploss*(int)quantity1/(Math.Max(Position.Quantity,1))*TickSize/tickValue) , "LongStop", "LongEntry");
					
					// Target order 
					targetOrderlong = SubmitOrder(0, OrderAction.Sell, OrderType.Limit, Position.Quantity, Position.AvgPrice + (target * TickSize),0, "LongEntry", "LongTarget");
					//ExitLongLimit(0, true, Position.Quantity, Position.AvgPrice + (target * TickSize), "LongTarget", "LongEntry");
										
					// Resets the entryOrder object to null after the order has been filled
					if (execution.Order.OrderState != OrderState.PartFilled)
					{
						entryOrderlong 	= null;
					}
										
				}

[NinjaTrader_Matthew]

Please let us know if the help we provided via email did not work or if you have any questions on that.