ExitLongStop, ExitLongLimit and OCO

[styr_trader]

I have the same situation. In my case Target order has been filled, but Stop loss has not being cancelled. and later system went short on that stop loss orders. I did not noticed it during back-testing, but in real-time only. I was palnning to use methode
CancelOrder(.. to manually close order when another one is filled. But mabe its an error to be fixed by NT team?

[bigtrade5]

styr, are you also using IB? For now, I have coded a CancelOrder in my strategy just to be safe until we figure out what the issue is. I also dont have problems backtesting only during R/T.

[NinjaTrader_Ray]

I was running on IQFeed in Sim101 account. Feed is irrelevant and brokerage should be also however, please run on Sim101 and see if you have the problem there or not.

I did change one line of code to fire orders off more rapidly.

I used Close[0] > Open[0] instead of something you had with %, don't recall. I also opened a DOM and modified target orders occasionally in random sequence to force them to fill.

[bigtrade5]

Works as expected with Sim101 account with IB R/T prices (one filled, one cancelled) so seems to be specific to using my real IB account.

[NinjaTrader_Ray]

Lets try to simplify -

If you change your strategy to only take 1 entry per direction on a live account, will it work or not?

[bigtrade5]

Changed entry per direction = 1, and still same issue (one filled, other abandoned) with IB live.

[styr_trader]

I am using IB anad paper tarding account for R/T testing, not sim account.

[NinjaTrader_Ray]

Changed entry per direction = 1, and still same issue (one filled, other abandoned) with IB live.

Excellent. Will this happen on the very first trade?

[bigtrade5]

Excellent. Will this happen on the very first trade?

Yup. (extra characters, because Yup is too short of a reply)

[NinjaTrader_Ray]

Excellent, I can reproduce on IB paper trade account. Will investigate further and report back findings. Thanks for cooperation.

[NinjaTrader_Dierk]

This is a bug which will be fixed with next update. Thanks for reporting.

[verge]

Please explain bug

This is a bug which will be fixed with next update. Thanks for reporting.

IS the bug related to IB or not - will it occur with any broker? Live and paper?

TIA

[NinjaTrader_Dierk]

It's with any IB account.