Orders getting cancelled with no reason

[Fernand0]

Hello, i got this..

protected override void OnOrderUpdate(Cbi.Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, Cbi.OrderState orderState, DateTime time, Cbi.ErrorCode error, string comment) {
            Print(order.Name + ": " + orderState.ToString());
            if (error != ErrorCode.NoError) {
                Print("Error: " + error.ToString());
            }
        }

        protected override void OnPositionUpdate(Cbi.Position position, double averagePrice, int quantity, Cbi.MarketPosition marketPosition) {
            if (done) {
                return;
            }

            if (position.MarketPosition == MarketPosition.Long) {
                done = true;
                EnterShortLimit(averagePrice + (TickSize * 3), "sl1");
                //EnterShortStopMarket(averagePrice - (TickSize * 5), "ssm1");
            } else {

            }
        }

        protected override void OnBarUpdate() {

            if (BarsInProgress != 0) {
                return;
            }

            if (CurrentBar < BarsRequiredToTrade) {
                return;
            }

            if (Position.MarketPosition == MarketPosition.Flat) {
                if (!done) {
                    EnterLongLimit(GetCurrentBid(), "ll0");
                }
            }

        }

And i get this at the Output window..

ll0: Submitted
ll0: Accepted
ll0: Working
ll0: Filled
Close position: Submitted
Close position: Accepted
Close position: Working
sl1: Submitted
sl1: Accepted
sl1: Working
Close position: CancelPending
Close position: CancelSubmitted
Close position: Cancelled
sl1: CancelPending
sl1: CancelSubmitted
sl1: Cancelled

The "sl1" order is supposed to work as a "take profit" right? Well, it's being cancelled..

And other question, i have the "ssm1" order commented because it doesn't work together with "sl1", why is that?
The idea is to avoid the "SetProfit.." and "StopLoss.." methods.

[NinjaTrader_ChrisL]

Hi Fernand0, thanks for your post.

The order is being cancelled because you need to re-submit the order on every bar to keep it alive. The EnterLongLimit method has an overload that takes an isLiveUntilCancelled bool:

EnterLongLimit(int barsInProgressIndex, bool isLiveUntilCancelled, int quantity, double limitPrice, string signalName)

Use this method to keep the order alive automatically.

Please let me know if I can assist any further.

[Fernand0]

Thanks ChrisL!