Limit Can't Be Greater Than Current Ask - Reloaded

[molecool]

Hello molecool,

With your most recent code and my own version that I used, this does exactly what you want on my end.

Here is my most recent output:


Are you seeing the same issue on your end still even with the most recent code you posted?

If so, can you send us your Output and Log and Trace files to platformsupport[at]ninjatrader[dot]com and reference this thread?

The version I posted below does not work for me on FXCM. The method gets called at least but it never fills. So I cooked up another approach which seems to be working at least - see the enclosed file. Here I'm using a counter and I'm dropping the limit by deducting a pip from the current ask. This seems to to work for this particular test. However the actual strategy (more extensive) for some reason does not call the OnOrderUpdate method after the rejection. I have put in more logging but to figure out why. I will have to wait for more live tape starting Sunday night.

If you can think of any reason why the OOU method would not get called after limit order rejection please let me know. I should also point out that it's important to test this with FXCM as they seem to behave differently than for instance Kinetick, IB, or others.

[NinjaTrader_PatrickH]

Hello molecool,

Thank you for your response.

I can confirm that the code I tested works on my end with FXCM.

Can you send us your Output and Log and Trace files to platformsupport[at]ninjatrader[dot]com and reference this thread?

[molecool]

Hello molecool,

Thank you for your response.

I can confirm that the code I tested works on my end with FXCM.

Can you send us your Output and Log and Trace files to platformsupport[at]ninjatrader[dot]com and reference this thread?

Thank you for your continued support. I'm having mixed results over here but will email you to the support address to continue the discussion in private.