Order Cancellation "race condition" Message

[Hyper]

Hi,

I use UnManaged orders, and there is always the possibility of a race condition such as this one.



Is there any way for me to catch this exception condition, so that I can ignore the
cancellation request, and suppress this message; plus stop the subsequent termination
of my Strategy instance?

Thanks for any ideas !
hyper

[NinjaTrader_Kate]

Hello Hyper,

Thank you for your post.

What is your current setting in the strategy code for RealTimeErrorHandling? I suspect you currently have it as the default of StopCancelClose, is that correct?

To prevent the strategy from being deactivated when an order error occurs, you can set the strategy's RealtimeErrorHandling property to IgnoreAllErrors. StopCancelCloseIgnoreRejects will keep the strategy running for rejections but not for other order errors like a failure to change an order. With this property set, you can then trap order errors in OnOrderUpdate if you would like to have the strategy attempt a different action.

Please note that this is reserved for advanced users that want to implement their own order error handling. Neglecting to handle an order error when having RealtimeErrorHandling set to IgnoreAllErrors or StopCancelCloseIgnoreRejects can result in damages to your account. ALWAYS monitor your automated trading strategies.

RealtimeErrorHandling - https://ninjatrader.com/support/help...orhandling.htm

OnOrderUpdate() - https://ninjatrader.com/support/help...rderupdate.htm

We look forward to assisting further.

[Hyper]

THANK YOU SO MUCH. I'll implement those changes.
NinjaTrader is such great engineering !

hyperscalper