Limit order - what's wrong

[After]

Hello,

Here is my code, the backtest seems not react well. What's wrong ?

I got one buy entry order (first line)
One target limit (second line)
One stop loss limit (third line)

Thanks a lot !

[NinjaTrader_CalH]

After,

Thank you for your note.

What is the issue you are having with the backtest?

Is it the Exit orders not getting placed?

[After]

Exactly, exit orders don't works ! Entry order seems to be okay (not sure but it looks like)

[NinjaTrader_CalH]

After,

More than likely these orders are getting ignored as the position will not be updated on the same bar update that the entry order is being submitted on.

You would want to remove them from the same condition that the entry is being placed and have a separate condition to check when you are either long or short and then place working Exit orders.

Additionally, you can use OnOrderUpdate() or OnExecution() to get when the entry has indeed filled and then submit working protective orders -
http://www.ninjatrader.com/support/f...ead.php?t=7499

[After]

Thanks ! It works

But If at the beginning of the day I would like to have one entry order which could be trigerred only once during the day, how should I do ?

Because if I left this line (entry order) with Exit order line, the entry order can be triggered again then...

[NinjaTrader_CalH]

After,

Your EntriesPerDirection setting will handle this portion. If this is set to 1, then only one entry order per direction will be available for this.

Additionally, you can do a MarketPosition check for the order and ensure you are flat before submitting the order.

if(Position.MarketPosition == MarketPosition.Flat)
EnterLong()

[After]

Hi Cal, thanks for answering ! But it doesn't work

At the openning of the day I would like to set-up :

-An entry limit order (only trigerred once in the day)
-A target exit limit order
-A stop exit limit order

Do you have any sample to show me how I can do this ?

[NinjaTrader_CalH]

After,

Apologies, I misunderstood the question.

You would want to use a bool that you would check for the entry order. When the condition is true to submit the limit order you would then set the bool to false.

You can then use Bars.FirstBarOfSession to get the new day and use this to reset your bool back to true.

http://www.ninjatrader.com/support/h...rofsession.htm

[After]

Do you mean entry limit order need to be read just once at the beginning of the day (and then order is waiting till trigerred) while Exit limit order need to be read at each candle ?

[NinjaTrader_CalH]

After,

If you are using the overload to have it LiveUntilCancelled set to true than yes, otherwise it will cancel at the end of the bar when the condition is no longer true.
EnterLongLimit(int barsInProgressIndex, bool liveUntilCancelled, int quantity, double limitPrice, string signalName)

http://www.ninjatrader.com/support/h...rlonglimit.htm