Closing stop orders when the strategy is disconnected

[Kostiantyn]

Hello everybody!

In my strategy, I use SetTrailStop. When you enter the market, the corresponding stop order is automatically opened. When in this situation I turn off the strategy, the stopper disappears, and the open position remains in the market. Thus, the account is confirmed at great risk.
Question: how to set up a strategy so that if it is disabled (manually or when an error occurs) does the stop order protect the position not disappear? Below is the template for my strategy (without real logic):

Also I ask to check up working capacity of a template of strategy as a whole. Especially OnStateChange ().

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

namespace NinjaTrader.NinjaScript.Strategies
{
    public class ksMaket : Strategy
    {
        #region OnStateChange
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"Strat  ";
                Name                                        = "ksMaket";
                
                Calculate                                    = Calculate.OnBarClose;
                EntriesPerDirection                            = 1;
                EntryHandling                                = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy                = true;
                ExitOnSessionCloseSeconds                    = 1800;
                IsFillLimitOnTouch                            = false;
                MaximumBarsLookBack                            = MaximumBarsLookBack.TwoHundredFiftySix;
                OrderFillResolution                            = OrderFillResolution.Standard;
                Slippage                                    = 0;
                IsAdoptAccountPositionAware                 = true;
                StartBehavior                                = StartBehavior.AdoptAccountPosition;
                TimeInForce                                    = TimeInForce.Day;
                TraceOrders                                    = true;
                RealtimeErrorHandling                        = RealtimeErrorHandling.StopCancelClose;
                StopTargetHandling                            = StopTargetHandling.PerEntryExecution;
                BarsRequiredToTrade                            = 5;
                ConnectionLossHandling                         = ConnectionLossHandling.KeepRunning;
                IsInstantiatedOnEachOptimizationIteration    = true;
                
                QuantityContracts                            = 21;
                
            }
            else if (State == State.Configure)
            {
                                
                AddDataSeries(Data.BarsPeriodType.Day, 1);
                SetTrailStop(@"MyEntryLong", CalculationMode.Ticks, 5, false);
                SetTrailStop(@"MyEntryShort", CalculationMode.Ticks, 5, false);
            }
        }
        #endregion
        
        #region OnBarUpdate
        protected override void OnBarUpdate()
        {
            if (BarsInProgress != 0) return;
            if (CurrentBars[0] < BarsRequiredToTrade || CurrentBars[1] < BarsRequiredToTrade) return;
            Print("BarsInProgress & CurrentBars - yes");
            
            if(        
                //Any logic 
                Close[0] > CurrentDayOHL().CurrentOpen[0]
            )
                
            {    
                EnterLong(Convert.ToInt32(QuantityContracts), @"MyEntryLong");
            }
            
            else if( 
                Close[0] < Opens[1][0]
            )
                
            {
                EnterShort(Convert.ToInt32(QuantityContracts), @"MyEntryShort");
            }
            
        }
        #endregion
        
        #region Properties
        
        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name="QuantityContracts", Description="Количество контрактов", Order=1, GroupName="Parameters")]
        public int QuantityContracts
        { get; set; }
        
        #endregion

    }
} 

[NinjaTrader_AlanP]

Hello Kostiantyn,

Thank you for your note.

Under Control Center>Tools>Options>Strategies Category, Properties>NinjaScript, uncheck Cancel Exit Orders when a strategy is disabled.

Please let us know if you need further assistance.