Order Not Getting Executed

[Master.Aurora]

Hello Support,

Thank you for your great work on this forum.

I am having an issue whereby i am not getting fills/executions for my orders. The order gets sent from my code but it is not even shown in the Order tab of NinjaTrader. Here are the logs for the order update method.

Order Update Arrived: Order='NT-00000/Sim101' Name='Short Entry - 1000' State=PendingSubmit Instrument='$EURUSD' Action=Sell Limit price=0 Stop price=0 Quantity=0.01M Strategy='DynamicConditionStrategyStock' Type=Market Tif=Gtc Oco='' Filled=0 Fill price=0 Token='222ad243cb91445a9ddd15baf04c4828' Gtd='12/1/2099 12:00:00 AM'
Order Update Arrived: Order='NT-00000/Sim101' Name='Short Entry - 1000' State=Accepted Instrument='$EURUSD' Action=Sell Limit price=0 Stop price=0 Quantity=0.01M Strategy='DynamicConditionStrategyStock' Type=Market Tif=Gtc Oco='' Filled=0 Fill price=0 Token='222ad243cb91445a9ddd15baf04c4828' Gtd='12/1/2099 12:00:00 AM'
Order Update Arrived: Order='NT-00000/Sim101' Name='Short Entry - 1000' State=Working Instrument='$EURUSD' Action=Sell Limit price=0 Stop price=0 Quantity=0.01M Strategy='DynamicConditionStrategyStock' Type=Market Tif=Gtc Oco='' Filled=0 Fill price=0 Token='222ad243cb91445a9ddd15baf04c4828' Gtd='12/1/2099 12:00:00 AM'

The funny thing is that when a signal is generated, and we send the order straight away, the above issue happens. But if we wait for 1 tick price movement, then the same piece of code works fine.

SubmitOrder(0, OrderAction.Buy, OrderType.Market, 1000, 0, 0, "", "Long Entry");

Also, sometimes it happens only on the short side and works perfectly for the long side.

Any reasons or known issues? Can you please advise about this? Is this a problem with the code or with NinjaTrader?

Hoping to hear from you soon.

Thanks
Master

[NinjaTrader_PatrickH]

Hello Master.Aurora,

Thank you for your post.

So I may investigate this matter further please advise the following information.

• When you submit the orders and they do not show up on the Orders tab, if you wait for the next OnBarUpdate() call do you see the orders listed on the Orders tab?
  
• Are the orders filled (entering positions) when not using the 'one tick wait' method you have implemented?
  
• Are these orders historical or real-time orders?
  
• Does this only occur with Market orders?
  
• Do you see the same behavior on manually submitted Market orders?

I look forward to your response.

[rana.irfan]

Hi Patrick,

Please find my responses on behalf of Umer (op), who is not available at the moment.

1. When you submit the orders and they do not show up on the Orders tab, if you wait for the next OnBarUpdate() call do you see the orders listed on the Orders tab?
No

2. Are the orders filled (entering positions) when not using the 'one tick wait' method you have implemented?
No

3.Are these orders historical or real-time orders?
Real time.

4. Does this only occur with Market orders?
Yes

5. Do you see the same behavior on manually submitted Market orders?
No

Let us know if you need any further clarifications.

Thanks,
Irfan

[NinjaTrader_PatrickH]

Hello,

Thank you for that information.

May I review the code on my end for the strategy? If so please send the strategy file (.cs) to support[at]ninjatrader[dot]com with 'ATTN: Patrick - 874192' in the subject line and a reference to this thread in the body: http://www.ninjatrader.com/support/f...ad.php?t=58933

If you prefer, you can send a toy version that includes all entry and exit methods used.