Can't get CancelOrder to work on second instrument

[lookOutBelow]

I'm trying to cancel all orders of an unmanaged strategy. It is working on the primary instrument, but is not canceling the orders on the secondary instrument. Can anyone tell me what I'm doing wrong?

I'm simply calling...

            CancelOrder(ZN_entryOrder);
            CancelOrder(ZN_exitOrder);
            CancelOrder(ZF_entryOrder);
            CancelOrder(ZF_exitOrder);
            CancelOrder(ZF_flattenOrder);
            CancelOrder(ZN_flattenOrder);

The ZN (primary instrument) orders cancel fine. The ZF orders do not. Any ideas what I can do to get them to cancel as well?

Thanks

[NinjaTrader_ZacharyG]

Hello lookoutBelow,

Thank you for your inquiry.

Because you are using multiple instruments, you would need to check the BarsInProgress to cancel the order when the strategy is running on the second DataSeries.

For example:

if (BarsInProgress == 0)
{
     CancelOrder(ZN_entryOrder);
     CancelOrder(ZN_exitOrder);
     CancelOrder(ZN_flattenOrder);
}
else if (BarsInProgress == 1)
{
     CancelOrder(ZF_entryOrder);
     CancelOrder(ZF_exitOrder);
     CancelOrder(ZF_flattenOrder);
}

You can read more about working with Multi-Time Frames & Instruments in the NinjaTrader help guide at this link: http://ninjatrader.com/support/helpG...nstruments.htm

Please, let us know if we may be of further assistance!

[lookOutBelow]

Thanks Zachary.

Out of curiosity. Is there a command to simply cancel all open orders on a particular symbol (or on a strategy), without naming specific IOrders?

Thanks.

[NinjaTrader_ZacharyG]

Hello lookOutBelow,

There is no supported method of cancelling all orders on a strategy, however you could do this:

CancelAllOrders(bool entries, bool exits);

This will cancel all orders for the specific strategy that it is called in, and you can choose to do only entries, exits or both.

Please note that this method is unsupported and do not have any documentation on the subject.

[lookOutBelow]

Excellent! Thanks much!