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Strategy name doesn't display in " Control center - order tab"

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    Strategy name doesn't display in " Control center - order tab"

    Hello,

    I ran my strategy with playback.
    the scenario as follow:
    I sent buy limit order for 200 shares.
    only 100 shares were filled. so my order state was partial filled.
    Afterward I sent a cancel order and the order state changed to Cancelled.
    The problem is that In the "Control center - order tab" does not display the strategy name for this order state . for the other orders state it displays OK. why??

    Sincerely, Kobi

    #2
    Hello levikNT,

    Testing the sample MA crossover strategy displays its name when it has a partially filled order:



    Please confirm, you are not seeing the name of your strategy in the "Strategy" column of the orders tab when the order State == PartFilled?

    Do you see the order reach the state of PartFilled in the log tab of your Control Center?

    I look forward to your reply.

    Comment


      #3
      Hello Chris,

      After order state reach PartFilled I sent a cancel order.

      Did you follow my Scenario?
      Did you sent a cancel order after order state reach to PartFill?
      what the Strategy name column of order tab displayed after order state changed to Cancel?

      the scenario as follow:
      I sent buy limit order for 200 shares.
      only 100 shares were filled. so my order state changed to partial filled.
      Afterward I sent a cancel order and the order state changed to Cancelled.
      The problem is that In the "Control center - order tab" does not display the strategy name for this order state .

      Sincerely,Kobi



      Comment


        #4
        Hello Kobi,

        Thank you for your patience.

        Are you doing this order cancelation from OnExecutionUpdate or OnOrderUpdate? I tried re-creating this withing OnExecution update but I am not getting the same problem. Could you please make a copy of the script and reduce it as much as possible so I can test what your code does?

        I look forward to your reply.

        Comment


          #5
          Hello Chris L.

          Sorry for my delay, I am sending a cancellation from OnExecetionUpdate an from OnBarUpdate as well depending on the scenrio.
          I made a unit test (script) for this problem.
          you have to test it with playback. The Problem occurs in playbayback/


          How can I pass it to you?

          I look forward for your replay


          Comment


            #6
            Hello Kobi,

            Thanks for your reply.

            Yes, please either post your script here or you can email it to platformsupport[at]ninjatrader[dot]com and reference this forum thread link in the body of the email.

            Comment


              #7
              Hello ChrisL,

              As your request I sent you an email
              1. Please See attached zip file
              2. The zip file contains the strategy script Illustrates the problem that time to time not seeing the name of strategy in the "Strategy" column of the orders tab
              3. The zip file also contains the NT log ,NT trace file , an export of order and execution tabs.

              Please Please pay attention that I ran this script in playback with recorded live stream data , NOT historical data.
              I ran stock "AAL" form recorded live data from 03-April

              Sinceraly,Kobi

              Comment


                #8
                Hello,Jim D.

                Thank you for your response by email from 12-Apr.

                I understood that you have been able to reproduce the issue and I look forward for NT findings.
                I also have a two basic questions:

                1. NT recommendation is to assign an Order object in OnOrderUpdate or OnExecutionUpate .
                but in your script that you sent me via email "SampleOnOrderUpdate" you performed an assignment for stopOrder in OnBarUpdate(after the first assigment which made on OnExecutionUpate).

                my question is after the first assignment in OnOrderUpdate or OnExecutionUpate should I assign my class member (Order object) for each call to order methods which returns object order including calling Order method from OnBarUpdate ?

                2. Is it not enough to assign my class member (Order object) only once for example from OnExecutionUpate and not for each call to an order method?

                Sincerely,Kobi

                Comment


                  #9
                  Hello Kobi,

                  Thanks for your follow up.

                  If the order is a new, completely different order and the previous order was filled and closed already, you should assign your order entry calls to an Order variable at the class level. If the strategy is already long or short, it is up to the strategy to decide if a new order should be taken. If you have a variable amount of entries per direction in your strategy, then you can make a List of order objects instead of creating a Order variable for every possible order.

                  Comment


                    #10
                    Hello Chris L.

                    Sorry, but you didn't answer to my questions.

                    NT recommendation is to assign an Order object in OnOrderUpdate or OnExecutionUpate .
                    but in your script which provided by Jim D. to me via email "SampleOnOrderUpdate" you performed an assignment for an Open stopOrder in OnBarUpdate(after the first assigment which made on OnExecutionUpate).

                    my Questions are:
                    1. Why in your example ("SampleOnOrderUpdate") which Jim provided, inside OnBarUpdate there is an assignment to an Open stopOrder in contarst to NT recommendation?

                    2. If I have already made an assignment for an open order (named stopOrder), do I have to make an assignment for every update of this specific order((named stopOrder)

                    Sincerely,Kobi

                    Comment


                      #11
                      Hello Kobi,

                      Thanks for your reply.

                      The additional the stop is moved to breakeven in OnBarUpdate if there are 4 ticks in profit. This stop move will not happen if the stop is never filled in OnExecutionUpdate because StopOrder must not be null for that code to run. The main point of this example is to demonstrate how to watch for an order fill in OnExecutionUpdate and submit protective orders for that recently executed order, the break-even move is a little extra for the example, but the reason it works is that the ExitLongStopMarket submitted in OnBarUpdate "robs" the signal name from the stop order made in OnExecution, canceling the first stop loss.

                      Comment

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