Cancelled Orders remain on chart and in Control Center Order List

[llanqui]

I'm testing an ATM in SIM with very tight stops...in a fast market choppy market the ATM cannot keep up and gives up on the stops....(I understand why, that is not the issue)...

(I'll probably write my own ATM that has virtual stops and does not have to move a real stop order and have it rejected)

When this happens I may have an indicator try to flatten the position with an Account.Flatten()

Sometimes that does not work either, and Ninja tells me to manually close the close the position.

But there remains some Cancelled Orders (Orange) on the screen, and these are also in the Order List, even though the filter is for "Only Active Orders".

Only when I reset SIM do these go away on the chart and the list.

(Afraid to try this on a live account...)

Also, at least the last orders like this were DAY and not GTC.

I don't know if that makes any difference...will have to test some more....

Ideas??

[NinjaTrader_BrandonH]

Hello llanqui,

Thanks for your post.

So I may accurately assist, please answer all of the questions below.

• What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.?.? or 8.1.?.?)
• What instrument symbol (and expiry if applicable) have you selected? For example, ES 09-23, AAPL, EURUSD, etc.
• (For a chart) what interval is selected? For example, 5 minute, 1 day, 2000 volume, 4 Renko, etc.
• Do you manually submit the entry order in Chart Trader and use an ATM Strategy template? Or, are you calling Atm Strategy Methods in a custom NinjaScript?
• Are you able to reproduce the behavior using Market Replay data with the Playback connection?
  • If so, please send me the exact steps and settings used to reproduce the behavior.

Also, please send me a screenshot of the ATM Strategy template settings you are using so I may look into this further.

• To send a screenshot with Windows 10 or newer I would recommend using the Windows Snipping Tool.
  • Click here for instructions
• Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save it as a jpeg file and send the file as an attachment.
  • Click here for detailed instruction

I will use the information you provide to try and reproduce the behavior on my end to investigate further.

[backtester831]

I'm testing an ATM in SIM with very tight stops...in a fast market choppy market the ATM cannot keep up and gives up on the stops....(I understand why, that is not the issue)...

(I'll probably write my own ATM that has virtual stops and does not have to move a real stop order and have it rejected)

When this happens I may have an indicator try to flatten the position with an Account.Flatten()

Sometimes that does not work either, and Ninja tells me to manually close the close the position.

But there remains some Cancelled Orders (Orange) on the screen, and these are also in the Order List, even though the filter is for "Only Active Orders".

Only when I reset SIM do these go away on the chart and the list.

(Afraid to try this on a live account...)

Also, at least the last orders like this were DAY and not GTC.

I don't know if that makes any difference...will have to test some more....

Ideas??

I know what you mean, it's a common thing reported in this forum. Resetting the Sim account is a quick fix, or also tool --> db --> reset db.

I've primarily only seen it on sim accounts

[llanqui]

Ok, thanks....that helps so I don't spend hours on this...

Does it ever happen in a live broker account? (in NT8?)

I had it happen once a long time ago in Ninja 7 on a live account. I saw the exit orders on the chart but they were apparently cancelled and didn't execute when hit...cost me $1000

Later I realized they were cancelled orders but still on the chart.

[Leeroy_Jenkins]

99% of the time it's not NT8 fault, you're doing something wrong with ATM strategy. Try to make bigger stops and see if it still causes problems.

[NinjaTrader_BrandonH]

Hello llanqui,

Thanks for your notes.

Typically this does not occur on a live account but there is a small chance that an order becomes stuck in the local NinjaTrader database.

If your inquiry involves live orders, please always reach out to your broker's Orders Desk immediately to confirm and manage your live orders and positions.

If your trade(s) are with NinjaTrader Brokerage, you can contact NinjaTrader Brokerage Order Desk by emailing orders[at]ninjatrader[dot]com.

If this is the case, you could follow the steps below to reset a NinjaTrader database:

• Shutdown NinjaTrader and Go to the Start Menu
• Navigate to Documents--> NinjaTrader 8.
• Rename the folder named 'db' to 'dbOLD'.
• Then start up NinjaTrader and a fresh database folder will generate.

[backtester831]

Ok, thanks....that helps so I don't spend hours on this...

Does it ever happen in a live broker account? (in NT8?)

I had it happen once a long time ago in Ninja 7 on a live account. I saw the exit orders on the chart but they were apparently cancelled and didn't execute when hit...cost me $1000

Later I realized they were cancelled orders but still on the chart.

I've had it happen to me once too on a Continuum account in NT8, stop didn't execute and cost me couple grand as well. After digging around with nt brokerage, they suspected what happened was I lost internet connection at the exact time the ATM strategy was being submitted. I was trading breakouts and it broke out into the wrong direction and didn't trigger the stop loss that I thought was placed, but actually wasn't. Ever since that event, I stopped trading on my local computer and only exclusively trade on ninjamobiletrader vps because that split second internet connection loss ended up being too costly.

The stop order on the chart couldn't be cancelled either, it was "stuck". It's been about 5 years since then, but if I recall the next day the stuck order went away by itself when reconnecting to continuum. Or maybe I rese the db, don't really remember now. But they stuck orders do always seem to be an error with ATM

[llanqui]

yeah, for some reason the ATM generated stop order(s) become orphaned....

and the ATM confused

[llanqui]

my guess is that the ATM is getting confused and this also causes problems internally with order management and position flatten algorithms

because in some cases Flatten() does not work either....then the Close Button on Chart Trader might need two or three clicks

probably happens because the ATM is not designed for very fast chops...would need fast internal error recovery

[llanqui]

it is not possible to always predict sudden volatility