restarting a strategy would cancel all open orders created by the same strategy

[clearpicks]

I noticed that restarting a strategy (by clicking F5 or checking Enable/Disable button) would cancel all open orders previously entered by the same strategy. Is this kind of behavior normal and designed intentionally? Is it possible to disable it? Cancelling those orders may leave the open position unprotected unless the position is flattened at the same time.

[NinjaTrader_Bertrand]

clearpicks, this would depend on what items are checked under Tools > Options > Strategies > NinjaScript > Order Handling

If you uncheck to cancel exit orders on disable you should be good.

[clearpicks]

Bertrand,

Your solution only prevents orders from being cancelled when a strategy is disabled or removed from chart. However next time when I enable it (by checking the "Enable" button in strategy window or simply press "F5" key to reload it, all open orders would be cancelled, which is not the behavior I expected. Do I miss something?

[NinjaTrader_CalH]

Clearpicks,

Are you using Wait until flat or Immediately submit live historical orders for your Strategy Settings from the same Options menu as Bertrand pointed out?

[koganam]

Bertrand,

Your solution only prevents orders from being cancelled when a strategy is disabled or removed from chart. However next time when I enable it (by checking the "Enable" button in strategy window or simply press "F5" key to reload it, all open orders would be cancelled, which is not the behavior I expected. Do I miss something?

Try using these settings.