Multi Insruments Multiple Opposing Limit Order Entry not fixed

[goover]

Hi,

I brought up this issue when NT was in beta 10. Ray said it's a bug that has been fixed in the next version (which is ver.6.5.1000.1). But when i test it, it's still can't send multiple opposing limit orders to broker (all are different instruments). It just only send short limit / long limit order only. I would like to have this bug fixed as soon as possible as i really need it.

My limit orders code are:

entryOrder_1 = EnterShortLimit(0, true, 100000, (GetCurrentBid(0)), "Short 1");
entryOrder_2 = EnterLongLimit(1, true, 100000, (GetCurrentAsk(1)), "Long 2");
entryOrder_3 = EnterLongLimit(2, true, 100000, (GetCurrentAsk(2)), "Long 3"); 

PS: I am using MBT sending forex type orders.

Thanks.

[NinjaTrader_JoshP]

Hi goover,

Have you tried using TraceOrders = true? Anything interesting being printed with that set to true?

[goover]

Yes, this is the output:

3/19/2008 12:03:00 AM Entered internal PlaceOrder() method at 3/19/2008 12:03:00 AM: Action=SellShort OrderType=Limit Quantity=0.01M LimitPrice=155.01 StopPrice=0 SignalName='Short 1' FromEntrySignal=''
3/19/2008 12:03:00 AM Entered internal PlaceOrder() method at 3/19/2008 12:03:00 AM: Action=Buy OrderType=Limit Quantity=0.01M LimitPrice=1.5781 StopPrice=0 SignalName='Long 2' FromEntrySignal=''
3/19/2008 12:03:00 AM Entered internal PlaceOrder() method at 3/19/2008 12:03:00 AM: Action=Buy OrderType=Limit Quantity=0.01M LimitPrice=0.9900 StopPrice=0 SignalName='Long 3' FromEntrySignal='' 

Attached with the code with i do testing:

  private IOrder entryOrder_1 = null;
  private IOrder entryOrder_2 = null;
  private IOrder entryOrder_3 = null;
  /// <summary>
        /// This method is used to configure the strategy and is called once before any strategy method is called.
        /// </summary>
        protected override void Initialize()
        {
   Add("$EURUSD", PeriodType.Minute, 1);
   Add("$USDCHF", PeriodType.Minute, 1);
   TraceOrders = true;
   CalculateOnBarClose = false;
   EntriesPerDirection = 1; 
   EntryHandling = EntryHandling.UniqueEntries;
   ExitOnClose = false;
   TraceOrders = true;
        }
        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
   if(entryOrder_1 == null && entryOrder_2 == null && entryOrder_3 == null)
   {
    entryOrder_1 = EnterShortLimit(0, true, 10000, (GetCurrentBid(0)), "Short 1");
    entryOrder_2 = EnterLongLimit(1, true, 10000, (GetCurrentAsk(1)), "Long 2");
    entryOrder_3 = EnterLongLimit(2, true, 10000, (GetCurrentAsk(2)), "Long 3");
    //entryOrder_1 = EnterShort(0, 10000, "Short 1");
    //entryOrder_2 = EnterLong(1, 10000, "Long 2");
    //entryOrder_3 = EnterLong(2, 10000, "Long 3");
   } 
 
   DrawTextFixed("MO",    "\nP.1.: " + Positions[0].MarketPosition.ToString() +
           "\nP.2.: " + Positions[1].MarketPosition.ToString() +
           "\nP.3.: " + Positions[2].MarketPosition.ToString(), TextPosition.TopLeft);
        } 

[NinjaTrader_Ray]

Thanks for providing the sample. We will investigate this.

[NinjaTrader_Ray]

We believe we have resolved this issue and Josh will be running some internal tests on the changes in the upcoming days, if all is well, we will have it in our next update.

[goover]

Thanks, please keep me informed once this limitation has been removed and will be included in the next version.

We believe we have resolved this issue and Josh will be running some internal tests on the changes in the upcoming days, if all is well, we will have it in our next update.

[NinjaTrader_JoshP]

Hi goover,

We are still investigating the situation at hand and will keep you posted. Thank you for your patience.

[NinjaTrader_JoshP]

Hi goover,

Thank you for reporting the bug. We will work to rectify the issue and inform you when the fix is ready.