order rejected inmediatly after submision

[memonic]

Dear Sir.

The following strategy example shows me an errorrder rejected inmediatly after submision. the strategy run in FDAX.

the problen isposition.averageprice, but i cannot find the issue.

best regards

namespace NinjaTrader.NinjaScript.Strategies.DAX
{
public class probarcorto : Strategy
{

private SMA SMA1;


protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"probarcorto";
Name = "probarcorto";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = false;
ExitOnSessionCloseSeconds = 1800;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.High;
OrderFillResolutionType = BarsPeriodType.Second;
OrderFillResolutionValue = 1;
Slippage = 2;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 1;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = false;
}
else if (State == State.Configure)
{
}
else if (State == State.DataLoaded)
{
SMA1 = SMA(Close, Convert.ToInt32(60));
}
}

protected override void OnBarUpdate()
{
if (CurrentBar < 2)
return;

// Set 1
if (CrossBelow(Close, SMA1, 1)
{
EnterShort("colto");
}
if (CrossAbove(Close, SMA1, 1)|| (Close[0]-Position.AveragePrice>40)|| (Position.AveragePrice-Close[0]>240))
{
ExitShort("colto");
}
if (Close[0] <= Position.AveragePrice - 45 * TickSize)
ExitShortStopMarket(Position.Quantity, Position.AveragePrice);
}
}

[NinjaTrader_Jim]

Hello memonic,

Thanks for your inquiry.

When you add prints for Position.AveragePrice, do you see any hints for why the strategy has taken the action it did?

When you enable TraceOrders, do you get any further information about the order submission that resulted in a rejection?

If the strategy is not in a position, Position.AveragePrice will be 0. I may suggest to add logic to check Position.MarketPosition before using Position.AveragePrice.

Resources for troubleshooting this occurrence can be found below.

Debugging Tips - https://ninjatrader.com/support/foru...ead.php?t=3418

TraceOrders - https://ninjatrader.com/support/foru...ead.php?t=3627

Position.MarketPosition - https://ninjatrader.com/support/help...etposition.htm

Please let me know if I can be of further help.