I have created a strategy that places a "buy-stop order" above an indicator (for example, a simple moving average). If the order is not executed, the entry level must be updated to the next bar, according to the new moving average value. But it happens to me that when a bar ends and the order has not entered, the buy-stop order is canceled and this order is not relaunched on the next bar, but rather on the second bar afterwards. How can I get this buy-stop order order to be updated with each new bar?
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Update a buy-stop order
I have created a strategy that places a "buy-stop order" above an indicator (for example, a simple moving average). If the order is not executed, the entry level must be updated to the next bar, according to the new moving average value. But it happens to me that when a bar ends and the order has not entered, the buy-stop order is canceled and this order is not relaunched on the next bar, but rather on the second bar afterwards. How can I get this buy-stop order order to be updated with each new bar?Tags: None
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Hello soyjesus,
If an order is resubmitted on every new bar, it will not be cancelled.
Below are links to examples that demonstrate this with exit orders.
In an unlocked strategy, you can also use the isLiveUntilCancelled bool to keep an order alive and have this not automatically be cancelled.
ExitLongStopMarket(int barsInProgressIndex, bool isLiveUntilCancelled, int quantity, double stopPrice, string signalName, string fromEntrySignal)
Chelsea B.NinjaTrader Customer Service
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