Announcement

**NinjaTrader_Jesse** · 11-17-2023, 09:16 AM

Hello pstrusi,

The warning that was produced would be due to a historical order object that was used when the strategy entered realtime. To know the specifics of what happened you could add prints into OnOrderUpdate and OnBarUpdate to see how the strategy runs when you enable it.

To solve that warning you can use the code from the sample in the following page. You need to add some additional logic to OnOrderUpdate to handle transitioning order objects. Because you are using the unmanaged approach you would be working with order objects so this would be relevant to any unmanaged strategy that you are converting from nt7. This is also relevant in managed approach strategies if you use OnOrderUpdate and track orders using order objects.

You need to add the following code for any order objects that you use:

Code:

if (myOrder != null && myOrder.IsBacktestOrder && State == State.Realtime)
myOrder = GetRealtimeOrder(myOrder);

https://ninjatrader.com/support/help...ltimeorder.htm

**pstrusi** · 11-17-2023, 09:44 AM

Hi Jesse, thanks for the response.

I understand your response. It's logic that if I had some historical orders when the Algo goes real-time, these orders need to be "converted" to real-time, but in my case wasn't like that. Still, I gonna add these additional lines of code.

What really worries me is that in my case, the Algo went flat since opening yesterday 6pm under pure real-time data, and despite that, when an order got filled this morning under real-time data, the error pops up out of the blue. It wasn't any historical order, so it may repeat itself onnce again.

Please note that and raise it to Dev's team. I'm sure that something is not right

Thanks for the help

**NinjaTrader_Jesse** · 11-17-2023, 10:05 AM

Hello pstrusi,

As I don't know what logic you had used or the specifics of that situation all I can suggest is to add GetRealtimeOrder to ensure that does not happen again. That code is expected to be used anytime you are working with order objects. The warning you had seen happens only if you are using an order object that was marked historical and it would need to be converted to a realtime order object. This is a new part of working with orders which differs from NT7 so you will need to make sure you are using GetRealtimeOrder when you are using order objects in your code.

**pstrusi** · 11-17-2023, 10:08 AM

Once again, thanks Jesse for the useful suggestions.

Have a good W.E

**zehua** · 10-19-2024, 10:40 AM

Originally posted by NinjaTrader_Jesse View Post

Hello pstrusi,

The warning that was produced would be due to a historical order object that was used when the strategy entered realtime. To know the specifics of what happened you could add prints into OnOrderUpdate and OnBarUpdate to see how the strategy runs when you enable it.

To solve that warning you can use the code from the sample in the following page. You need to add some additional logic to OnOrderUpdate to handle transitioning order objects. Because you are using the unmanaged approach you would be working with order objects so this would be relevant to any unmanaged strategy that you are converting from nt7. This is also relevant in managed approach strategies if you use OnOrderUpdate and track orders using order objects.

You need to add the following code for any order objects that you use:

Code:

if (myOrder != null && myOrder.IsBacktestOrder && State == State.Realtime)
myOrder = GetRealtimeOrder(myOrder);

https://ninjatrader.com/support/help...ltimeorder.htm

Thank you for the explanation. I ran into the same issue with my strategy. My strategy looks at past data and place limit orders for entry. When it transitions from backtest to live, i'd like to just cancel the backtest orders because on the next bar, it will calculate fresh where to put the limit orders in, and will start clean.
Can you please let me know the easiest way to do this? Can I simply put some code in the OnStateChange method to say, if State == State.Realtime, then cancel all existing backtest orders and flatten the position? Is my reference to my backtest order still valid at that point?

**NinjaTrader_Jesse** · 10-21-2024, 08:14 AM

Hello zehua,

You would have to use a condition like the following to know when the last historical bar is processing from OnBarUpdate.

if(CurrentBar == Count - 3)
{

}

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Error: "a historical order that has transitioned to a live order"

Error: "a historical order that has transitioned to a live order"

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