UnManaged = True problem

[cocopod]

Hi all,

Trying to create a Bracket Trade;

I am using "SubmitOrder" in conjunction with "Unmanaged = True" as depicted in the snippet of code below.
the problem however is that no orders are executed when the "if (entryOrder == null)" statement is included. without it the orders are made - just on every tick which is of course not the intention.



Please assist


private IOrder entryOrder = null; // This variable holds an object representing our entry order

protected override void Initialize()
{
CalculateOnBarClose = false;
Unmanaged = true;

}



if (entryOrder == null)
{
/* The entryOrder object will take on a unique ID from our SubmitOrder()
that we can use later for order identification purposes in the OnOrderUpdate() method. */

entryOrder = SubmitOrder(0, OrderAction.Buy, OrderType.Market, 1, 0, 0, "", "Enter Long");

}

[NinjaTrader_CalH]

Hello cocopod,

Thank you for your note.

I would expect the order to take place the first run through of the OnBarUpdate but anything there after would have no affect, as the IOrder object will be set to a value and not null.

You would need to have a reset condition of your own that would reset the IOrder object back to null to place another order for it.

Let me know if I can be of further assistance.

[cocopod]

entryOrder = null is the default

Hi and thanks for your timely response.

Actually no order is created even though the default value for the variable is null
private IOrder entryOrder = null

It appears to have something to do with the "If" statement because when removed I get an order every tick...

if (entryOrder == null)
{
/* The entryOrder object will take on a unique ID from our SubmitOrder()
that we can use later for order identification purposes in the OnOrderUpdate() method. */

entryOrder = SubmitOrder(0, OrderAction.Buy, OrderType.Market, 1, 0, 0, "", "Enter Long");

}

[NinjaTrader_CalH]

cocopod,

Have you tried using Print()'s in your script.
I would like you to put -
Print("I was null at " + Time[0]);

inside the IF statement. You will also need to open the Output Window to see these prints, Tools -> Output Window

http://www.ninjatrader.com/support/h...html?print.htm

[cocopod]

Interesting

In the output file I only have the following



**NT** Enabling NinjaScript strategy 'Samsum/ecde57da85424fe99d5a26e5cdb53121' : On starting a real-time strategy - StrategySync=WaitUntilFlat SyncAccountPosition=True EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=True/ triggering 30 before close Set order quantity by=Strategy ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=False CancelExitOrdersOnDisable=True CalculateOnBarClose=False MaxRestarts=4 in 5 minutes
I was null at 06/11/2014 23:12:30
**NT** Error on calling 'OnExecution' method for strategy 'Samsum/ecde57da85424fe99d5a26e5cdb53121': 'ExitLong' method can't be called on unmanaged strategies.

[NinjaTrader_CalH]

Cocopod,

There's the culprit,

You cannot use the Managed Approach order methods with the Unmanaged set to true. You will need to use one or the other approach for your strategies.

[cocopod]

Hmmmm... no..its Synchronicity

I removed the Methods related to the Managed approach. The remaining code is pasted below and the Output file is also below

protected override void OnBarUpdate()
{
// Only Create order if none exists
// Submit an entry limit order if we currently don't have an entry order open
if (entryOrder == null)
{
/* The entryOrder object will take on a unique ID from our SubmitOrder()
that we can use later for order identification purposes in the OnOrderUpdate() method. */

Print("I was null at " + Time[0]);
entryOrder = SubmitOrder(0, OrderAction.Buy, OrderType.Market, 1, 0, 0, "", "Enter Long");
}

**NT** Enabling NinjaScript strategy 'Samsum/9653ca6ec5a84862aa88402a6e5daff2' : On starting a real-time strategy - StrategySync=WaitUntilFlat SyncAccountPosition=True EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=True/ triggering 30 before close Set order quantity by=Strategy ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=False CancelExitOrdersOnDisable=True CalculateOnBarClose=False MaxRestarts=4 in 5 minutes
I was null at 06/11/2014 23:12:30

[NinjaTrader_CalH]

Cocopod,

It looks like the print statement is being reached now, but the order is still not being placed?

Do you see any errors in the log tab of the control center?

[cocopod]

No...Nothing

[NinjaTrader_CalH]

cocopod,

Please send me your script, so that I can test this on my end, to platformsupport [at] ninjatrader [dot] com

Put ATTN Cal in the subject, reference this thread in the body and attach the file, which can be found in (My) Documents -> NinjaTrader 7 -> bin -> Custom -> Strategies