SubmitOrder using Absolute value

[cocopod]

Hello,

I am trying to create an Unmanaged Bracket order using SubmitOrder. How do I include an absolute value? In other words for example I want to enter the market if I eventually get touched 23 ticks away from the current Close[0].

I tried the followitng below however I got an error concerning an attempt to place a BuyLimit or Buy Stop below the market and it quoted a small value of 161.1 ( for gold )

tickLimit = Close[0] + 10;

longOrder = SubmitOrder(0, OrderAction.Buy, OrderType.Stop, 1, tickLimit * TickSize, tickLimit * TickSize, String.Format("G1"), "long limit entry");

shortOrder = SubmitOrder(0, OrderAction.SellShort, OrderType.Stop, 1, tickLimit * TickSize, tickLimit * TickSize, String.Format("G1), "Short limit entry");

[NinjaTrader_PatrickH]

Hello cocopod,

Thank you for your post.

I do not understand your logic in the code. For 23 ticks above I would use the following:

tickLimit = Close[0] + (23*TickSize);

Then call that in your Stop Price for Long.
You would likely need a negative value for Short, so you would use the following:

tickLimitLong = Close[0] + (23*TickSize);
tickLimitShort = Close[0] - (23*TickSize);

[cocopod]

Didn't work!!

I got the following error

Buy Stop or Buy stop limit orders can't be placed below he market affected Order : Buy 1 Stop @115.4. My code for the bracket is below

tickLimitLong = Close[0] + (23*TickSize);
tickLimitShort = Close[0] - (23*TickSize);
longOrder = SubmitOrder(0, OrderAction.Buy, OrderType.Stop, 1, tickLimitLong * TickSize, tickLimitLong * TickSize, String.Format("Gold" + qty), "long limit entry" + tickPrice);
shortOrder = SubmitOrder(0, OrderAction.SellShort, OrderType.Stop, 1, tickLimitShort * TickSize, tickLimitShort * TickSize, String.Format("Gold" + qty), "Short limit entry" + tickPrice);

[cocopod]

Below is a subset of the trace file.. Looks like the field size is strangely limited to 4 characters


/Replay101' Name='long limit entry1151.3' New state=Initialized Instrument='GC 12-14' Action=Buy Limit price=0 Stop price=115.4 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
2014-11-24 09:47:53:928 (Market Replay Connection) Cbi.Order.Update1: oldid='c52a808f509248ce85d81647131972f6' Order='c52a808f509248ce85d81647131972f6/Replay101' Name='long limit entry1151.3' New state=Initialized Instrument='GC 12-14' Action=Buy Limit price=0 Stop price=115.4 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
2014-11-24 09:47:53:944 (Market Replay Connection) Cbi.Order.Submit: Order='c52a808f509248ce85d81647131972f6/Replay101' Name='long limit entry1151.3' State=Initialized Instrument='GC 12-14' Action=Buy Limit price=0 Stop price=115.4 Quantity=1 Strategy='GoldSpike' Type=Stop Tif=Gtc Oco='Gold1' Filled=0 Fill price=0 Token='47720a7229894513a63ab471bc898b75' Gtd='01/12/2099 00:00:00'
2014-11-24 09:47:53:960 (Market Replay Connection) Cbi.Simulator.Submit: Order='c52a808f509248ce85d81647131972f6/Replay101' Name='long limit entry1151.3' State=Initialized Instrument='GC 12-14' Action=Buy Limit price=0 Stop price=115.4 Quantity=1 Strategy='GoldSpike' Type=Stop Tif=Gtc Oco='Gold1' Filled=0 Fill price=0 Token='47720a7229894513a63ab471bc898b75' Gtd='01/12/2099 00:00:00'
2014-11-24 09:47:53:960 (Market Replay Connection) Cbi.Connection.ProcessEventArgs.OrderStatusEventAr gs: Order='47720a7229894513a63ab471bc898b75/Replay101' Name='long limit entry1151.3' New state=Rejected Instrument='GC 12-14' Action=Buy Limit price=0 Stop price=115.4 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=OrderRejected Native error='Buy stop or buy stop limit orders can't be placed below the market.'
2014-11-24 09:47:53:960 (Market Replay Connection) Cbi.Order.Update1: oldid='c52a808f509248ce85d81647131972f6' Order='47720a7229894513a63ab471bc898b75/Replay101' Name='long limit entry1151.3' New state=Rejected Instrument='GC 12-14' Action=Buy Limit price=0 Stop price=115.4 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=OrderRejected Native error='Buy stop or buy stop limit orders can't be placed below the market.'
2014-11-24 09:47:53:960 (Market Replay Connection) Cbi.Connection.ProcessEventArgs.OrderStatusEventAr gs: Order='9c6f41cb090044959fb47827bea2dd28/Replay101' Name='Short limit entry1151.3' New state=Initialized Instrument='GC 12-14' Action=SellShort Limit price=0 Stop price=114.9 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
2014-11-24 09:47:53:960 (Market Replay Connection) Cbi.Order.Update1: oldid='9c6f41cb090044959fb47827bea2dd28' Order='9c6f41cb090044959fb47827bea2dd28/Replay101' Name='Short limit entry1151.3' New state=Initialized Instrument='GC 12-14' Action=SellShort Limit price=0 Stop price=114.9 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
2014-11-24 09:47:53:960 (Market Replay Connection) Cbi.Order.Submit: Order='9c6f41cb090044959fb47827bea2dd28/Replay101' Name='Short limit entry1151.3' State=Initialized Instrument='GC 12-14' Action=SellShort Limit price=0 Stop price=114.9 Quantity=1 Strategy='GoldSpike' Type=Stop Tif=Gtc Oco='Gold1' Filled=0 Fill price=0 Token='4fbb1af66165412cb736aecb063552b9' Gtd='01/12/2099 00:00:00'
2014-11-24 09:47:53:960 (Market Replay Connection) Cbi.Simulator.Submit: Order='9c6f41cb090044959fb47827bea2dd28/Replay101' Name='Short limit entry1151.3' State=Initialized Instrument='GC 12-14' Action=SellShort Limit price=0 Stop price=114.9 Quantity=1 Strategy='GoldSpike' Type=Stop Tif=Gtc Oco='Gold1' Filled=0 Fill price=0 Token='4fbb1af66165412cb736aecb063552b9' Gtd='01/12/2099 00:00:00'

[cocopod]

Below are the definitions

Below are the definitions

private double tickLimitLong = 1;
private double tickLimitShort = 1;

[cocopod]

Don't you guys work on Mondays??!!

Can someone help to resolve this please??!!

[NinjaTrader_PatrickH]

Hello cocopod,

Do not multiply the values in the SubmitOrder() method. They are already multiplied by TickSize, no need to repeat that again. So the code would reflect the following:

tickLimitLong = Close[0] + (23*TickSize);
tickLimitShort = Close[0] - (23*TickSize);

longOrder = SubmitOrder(0, OrderAction.Buy, OrderType.Stop, 1, 0, tickLimitLong, String.Format("G1"), "long limit entry");

shortOrder = SubmitOrder(0, OrderAction.SellShort, OrderType.Stop, 1, 0, tickLimitShort, String.Format("G1), "Short limit entry");