How to cancel order within a specific time?

[yades]

Hi Support desk,
I am running a MTF strategy and I need my order to be cancelled 1 minute before the end of the primary time frame period, I was thinking to use this code, but I was wondering if you have any better suggestions:

primarytimeFrame == 60 min
secondaryTimeFrame == 1 min

if(BarsInProgress == 1)
{	
	if (longCondition == true)
		{
			entryOrderLong = EnterLongLimit(1, true, 1, Low[0],"Long");
		}

//Cancel long order if not done within 1 minute to the end of primary time frame			
if(Times[1][0] >= Times[0][0].AddMinutes(primaryTimeFrame-1) && entryOrderLong != null))
{
	CancelOrder(entryOrderLong);
}
}

[NinjaTrader_PatrickH]

Hello yades,

Thank you for your post.

This code would not work as the Times[0][0] would never be the time you are expecting here. This means with CalculateOnBarClose = false the Times[0][0] would be the time of the most recent bar update and CalculateOnBarClose = true would be the the previous bar close.

I recommend using CalculateOnBarClose = true and the following code in place of your time check and cancel of the order:

if(Times[1][0] == Times[0][0].AddMinutes(59) && entryOrderLong != null)
{
	CancelOrder(entryOrderLong);
}

Please let me know if I may be of further assistance.

[sburtt]

the script below doesn't seem to compile

Hello yades,

Thank you for your post.

This code would not work as the Times[0][0] would never be the time you are expecting here. This means with CalculateOnBarClose = false the Times[0][0] would be the time of the most recent bar update and CalculateOnBarClose = true would be the the previous bar close.

I recommend using CalculateOnBarClose = true and the following code in place of your time check and cancel of the order:

if(ToTime(Times[1][0] == Times[0][0].AddMinutes(59) && entryOrderLong != null))
{
	CancelOrder(entryOrderLong);
}

Please let me know if I may be of further assistance.

[NinjaTrader_PatrickH]

Hello sburtt,

Thank you for your response.

Can you provide the compile error message? The code is running on my end without any errors on compile.

[yades]

Patrick i too are unable to compile

[yades]

Patrick
do you have anything to suggest to overcome this error?

Hello yades,

Thank you for your post.

This code would not work as the Times[0][0] would never be the time you are expecting here. This means with CalculateOnBarClose = false the Times[0][0] would be the time of the most recent bar update and CalculateOnBarClose = true would be the the previous bar close.

I recommend using CalculateOnBarClose = true and the following code in place of your time check and cancel of the order:

if(ToTime(Times[1][0] == Times[0][0].AddMinutes(59) && entryOrderLong != null))
{
	CancelOrder(entryOrderLong);
}

Please let me know if I may be of further assistance.

[NinjaTrader_PatrickH]

Hello yades,

Thank you for your response.

Please respond with the exact code you are using from your strategy that generates these error messages.

[yades]

Patrick, that would be:

if(ToTime(Times[1][0] == Times[0][0].AddMinutes(59)) && entryOrderLong != null)
{
CancelOrder(entryOrderLong);
}

I was running another cancel condition within the strategy, what I did is simply substitute my prior condition with ToTime(Times[1][0] == Times[0][0].AddMinutes(59)) but I am unable to compile. I noticed that if I use something like ToTime(Times[1][0]) >= 74500 it compiles fine, to me it looks like the Times[0][0].AddMinutes(59)) doesn't return an integer value, or something similar. I tried adding (int) infront of it, but still doesn't work

Hello yades,

Thank you for your response.

Please respond with the exact code you are using from your strategy that generates these error messages.

[NinjaTrader_PatrickH]

Hello yades,

Thank you for your response.

This is due to a typo in post #2 from me, it should actually be the following:

if(Times[0][0] == Times[1][0].AddMinutes(59) && entryOrderLong != null)

ToTime() is not used, I have corrected my post.

Thank you for pointing this out, much appreciated.

[yades]

Patrick

allow me to disagree, if you carefully read my initial remarks you will come to the conclusion that the code I had initially proposed is the correct one, then I can use a >= or ==, at least in back testing it doesn't make a difference. but what you quote below doesn't help me as my primary timeframe (60 min) is set to BarsArray[0]

Hello yades,

Thank you for your response.

This is due to a typo in post #2 from me, it should actually be the following:

if(Times[0][0] == Times[1][0].AddMinutes(59) && entryOrderLong != null)

ToTime() is not used, I have corrected my post.

Thank you for pointing this out, much appreciated.

[yades]

Hello yades,

Thank you for your response.

This is due to a typo in post #2 from me, it should actually be the following:

if(Times[0][0] == Times[1][0].AddMinutes(59) && entryOrderLong != null)

ToTime() is not used, I have corrected my post.

Thank you for pointing this out, much appreciated.

going through the tread I see you've amended your first reply, hence I assume your last post was a typo error

[NinjaTrader_PatrickH]

Hello yades,

Thank you for your clarification.

Is the code working now?

[yades]

Apparently yes,
I will run it live and revert in case it doesnt do what i expect it to do, thanks

Hello yades,

Thank you for your clarification.

Is the code working now?