terminal exit order

[NinjaTrader_Bertrand]

Hi gbolla, couldn't reproduce your error message as of now - do you have a need for using it on CalculateOnBarClose = false? If not, then I would suggest to set this to true and retest the strategy.

[gbolla]

Bolla,

I did not see your code earlier. Bertrand will be back tomorrow.

Generally, that error message occurs when you already have the same exit order in place. From the logs you posted earlier, you did indeed submit the same order right before it. That is why you are getting the message.

Josh, do you have news form Bertrand??
He has my code and he can make test on my system.
Thanks

Bolla

[gbolla]

I know I know.......no problem

Thanks a lot

Bolla

[NinjaTrader_JoshP]

Bolla,

Going to need to see code to further assist. Thanks.

[gbolla]

29/12/2008 18.09.15 Entered internal PlaceOrder() method at 29/12/2008 18.09.15: Action=Buy OrderType=Market Quantity=23 000 LimitPrice=0 StopPrice=0 SignalName='0' FromEntrySignal=''
29/12/2008 18.11.44 Entered internal PlaceOrder() method at 29/12/2008 18.11.44: Action=Buy OrderType=Market Quantity=53 000 LimitPrice=0 StopPrice=0 SignalName='10' FromEntrySignal=''
29/12/2008 18.12.23 Entered internal PlaceOrder() method at 29/12/2008 18.12.23: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='x10' FromEntrySignal='10'
29/12/2008 18.12.23 Entered internal PlaceOrder() method at 29/12/2008 18.12.23: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='x0' FromEntrySignal='0'
29/12/2008 18.15.51 Entered internal PlaceOrder() method at 29/12/2008 18.15.51: Action=Buy OrderType=Market Quantity=23 000 LimitPrice=0 StopPrice=0 SignalName='0' FromEntrySignal=''
29/12/2008 18.27.51 Entered internal PlaceOrder() method at 29/12/2008 18.27.51: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='x0' FromEntrySignal='0'
29/12/2008 18.27.51 Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName=x0' FromEntrySignal='0' Reason='There already is a matching, terminal exit order in place'
29/12/2008 18.28.01 Entered internal PlaceOrder() method at 29/12/2008 18.28.01: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='x0' FromEntrySignal='0'
29/12/2008 18.28.01 Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName=x0' FromEntrySignal='0' Reason='There already is a matching, terminal exit order in place'
29/12/2008 18.28.29 Entered internal PlaceOrder() method at 29/12/2008 18.28.29: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='x0' FromEntrySignal='0'
29/12/2008 18.28.29 Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName=x0' FromEntrySignal='0' Reason='There already is a matching, terminal exit order in place'

In black open 2 order (buy): 1st order name '0' and 2nd order name '10'
In green close 2 order (sell): 1st order name 'x10' form entry '10' and 2nd name 'x0' from entry '0' (now I'm flat)
In blue I re-open new '0' order
In orange, if condition became true, and I try to close order name 'x0' from entry. '0'
In red fails!! (3 time because if became true tre times)

Bolla

[NinjaTrader_JoshP]

From your TraceOrders I see no indication of any closing of the order. As far as I can tell your orders are still active.

[gbolla]

but if you see the log, I close the order and after I re-open a new order with the same name and then I close it(try) again......only here I have the problem: why this message???

[NinjaTrader_JoshP]

Bolla,

I did not see your code earlier. Bertrand will be back tomorrow.

Generally, that error message occurs when you already have the same exit order in place. From the logs you posted earlier, you did indeed submit the same order right before it. That is why you are getting the message.

[gbolla]

Bohhh...I don't know...really I don't know!!!
I test it many times, with Print statment, TraceOrder but nothing....for me the code is right but same time on Output Window I see (in real too):

Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName=x10' FromEntrySignal='10' Reason='There already is a matching, terminal exit order in place'

and really I don't know why!!!
What hell is it???
I think there is a problem on Ninja Database.
However thanks for try to help me.

Bolla

[NinjaTrader_Bertrand]

Hi gbolla, yes looks good from a short testrun and overlooking the code. I tested this with the multiple entry modes 5 / 6 / 7 as you suggested. Does it depend on the symbol and timeframe you are running in on? Try to isolate the code part that is giving you the error and then debug it. Maybe this tip can help - http://www.ninjatrader-support2.com/...ead.php?t=3418

[gbolla]

So, do you say me that my strategy is ok? No problem?
Great!!!
I try with mode 1,2 or 3 (with single entry), no problem but when I use multiple entry have same problem. I hope only in tested mode I have this problems but not in real enviroment.
I try to make a backtest but it don't works: why? (problem with multiple instruments???)
thanks

Bolla

[NinjaTrader_Bertrand]

Hi gbolla,
Thanks for posting the code, I tested it on the modes and market you indicated but could not reproduce the issue on my end. I would suggest you break this complex strategy down in simpler cases and test which scenario gives you the error and move on from there.

[gbolla]

code




Try with mode 5 or 6 or 7 on EURGBP 1min
Thanks

Bolla

[NinjaTrader_Ben]

Hello,

Please post some code. It is difficult to sort out what is going on without it. Thank you!

[gbolla]

Sorry I don't understand how to solve the 'There already is a matching, terminal exit order in place' problem when I have multiple entry market orders with multiple SignalName and I try to exit from an order with ExitLong(Short) related by SignalName.
Could you explain me? Thanks

Bolla

P.s.: look my TraceOrders below

29/12/2008 18.09.15 Entered internal PlaceOrder() method at 29/12/2008 18.09.15: Action=Buy OrderType=Market Quantity=23 000 LimitPrice=0 StopPrice=0 SignalName='0' FromEntrySignal=''
29/12/2008 18.11.01 Entered internal PlaceOrder() method at 29/12/2008 18.11.01: Action=Buy OrderType=Market Quantity=23 000 LimitPrice=0 StopPrice=0 SignalName='2' FromEntrySignal=''
29/12/2008 18.11.44 Entered internal PlaceOrder() method at 29/12/2008 18.11.44: Action=Buy OrderType=Market Quantity=53 000 LimitPrice=0 StopPrice=0 SignalName='10' FromEntrySignal=''
29/12/2008 18.12.23 Entered internal PlaceOrder() method at 29/12/2008 18.12.23: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='x10' FromEntrySignal='10'
29/12/2008 18.12.23 Entered internal PlaceOrder() method at 29/12/2008 18.12.23: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='x0' FromEntrySignal='0'
29/12/2008 18.15.51 Entered internal PlaceOrder() method at 29/12/2008 18.15.51: Action=Buy OrderType=Market Quantity=23 000 LimitPrice=0 StopPrice=0 SignalName='0' FromEntrySignal=''
29/12/2008 18.27.51 Entered internal PlaceOrder() method at 29/12/2008 18.27.51: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='x0' FromEntrySignal='0'
29/12/2008 18.27.51 Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName=x0' FromEntrySignal='0' Reason='There already is a matching, terminal exit order in place'
29/12/2008 18.28.01 Entered internal PlaceOrder() method at 29/12/2008 18.28.01: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='x0' FromEntrySignal='0'
29/12/2008 18.28.01 Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName=x0' FromEntrySignal='0' Reason='There already is a matching, terminal exit order in place'
29/12/2008 18.28.29 Entered internal PlaceOrder() method at 29/12/2008 18.28.29: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='x0' FromEntrySignal='0'
29/12/2008 18.28.29 Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName=x0' FromEntrySignal='0' Reason='There already is a matching, terminal exit order in place'

In blue last OpenOrder with EnterLong method.
In green 3 time to try to close Order with ExitLong method (3 times if condition became true):note the SignalName '0' is the same
In red....message from TraceOrders...