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"Cancel Pending" State Hangs - Please Advise

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    "Cancel Pending" State Hangs - Please Advise

    When executing script generated orders with an ATM Strategy, occasionally I seem to produce hanging order states whereby the Strategy operation takes action to cancel "any remaining strategy orders" but seemingly never gets a confirmation of the cancellation... The order State remains "Cancel pending" and hangs on the SuperDOM and Chart Trader...

    Two quesitions:
    1) What might be causing this to occur
    2) Do I need to concern myself with it?

    Reason I ask #2 is that the "Cancel pending" order is never subsequently filled even if price trades through it...

    Obviously I would like to avoid producing this state, but to the extent it occurs and is benign then that would be good to know as well...

    Below is a screenshot of the order in question along with the log window:

    Click image for larger version

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    #2
    Hello TheFil,

    Thanks for your post.

    Stuck orders can be seen when race conditions are encountered with the Simulation Engine, I.E. order fills and cancellations occurring at the exact same time or near the same time.

    Do you have any deliberate cancels added within your strategy logic that could be occurring at the same time as the ATM strategy "Cancel remaining strategy orders behavior?"

    If we are not using any deliberate cancels and just looking at the internal ATM strategy cancel behavior, is the behavior reproducible? And if it is, could you share a small test script that we can use to reproduce and see if it is an area that can be improved?

    As for the case of live orders, we do not expect cases like these and would want to look into reproducing any live-stuck-order situation so we can have the Development team take a look.

    We look forward to assisting.
    Last edited by NinjaTrader_Jim; 09-12-2022, 12:41 PM.
    JimNinjaTrader Customer Service

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      #3
      Thanks NinjaTrader_Jim,

      To answer your question, yes I do have my own conditional deliberate cancels in the calling script so that must be what's happening.

      Appreciate the insight!

      Comment


        #4
        TheFil These two posts are still extremely relevant:Thanks.
        Multi-Dimensional Managed Trading
        jeronymite
        NinjaTrader Ecosystem Vendor - Mizpah Software

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