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Limit Order not getting cancelled.

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    Limit Order not getting cancelled.

    I have a limit order which gets submitted in on order update routine if it meets certain conditions.
    if((error == ErrorCode.OrderRejected) || (orderState == OrderState.Rejected))
    {
    msg = string.Format("Order status = {0}, Market Postiion = {1}, order name = {2}, order signal = {3}", orderState, Position.MarketPosition, order.Name, order.FromEntrySignal);
    Print(msg);
    if(order.Name == "LongDumpling")
    {
    msg = string.Format("Market position is Flag and signal is Long Dumpling with entry of = {0} and current bar at {1}", Entry_Price_L, CurrentBars[1]);
    Limit_order = EnterLongLimit(3, Entry_Price_L, "LongDumpling");
    limit_bar_number = CurrentBars[1];
    }
    else if(order.Name == "ShortDumpling")
    {
    msg = string.Format("Market position is Flag and signal is Short Dumpling with entry of = {0} and current bar at {1}", Entry_Price_L, CurrentBars[1]);
    Limit_order = EnterShortLimit(3, Entry_Price_S, "ShortDumpling");
    limit_bar_number = CurrentBars[1];
    }
    Print(msg);
    }
    }

    i want to cancel the order after 1 bar. So i call this routine on onbarupdate

    f(((CurrentBars[1] - limit_bar_number) >0) && (limit_bar_number != 0))
    {
    if((Limit_order.OrderState != OrderState.Filled) && (Limit_order.OrderState != OrderState.Cancelled) )
    {
    CancelOrder(Limit_order);
    msg = string.Format("Cancelling Limit Order, Position Flat and signal is Long Dumpling with entry of = {0} and current bar at {1}", CurrentBars[1] , limit_bar_number);
    Print(msg);

    }
    }
    }

    I can the the print below the cancel order however the Cancel routine does not appear to work.



    #2
    Hello sgkcfc,

    Is the order in a Working or Accepted OrderState?

    Print the <order>.OrderState before calling CancelOrder().

    Does TraceOrders have any information appearing in the Output window?
    Chelsea B.NinjaTrader Customer Service

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