Exit Orders for MTF Strats

[tornadoatc]

Hello,

I am getting an error with an Exit Order that states "invalid order ... Sell STop Price below Close". I understand that the Above the close[0] for Sell STop and Below the close[0] for the "Buy to Close" orders. I am making sure this should not happen in exit logic. But still getting error for a few orders. So I need to make sure I understand scenarios for MTF Strategies.

I have a MTF Strat with 3 Timeframes (ex: BarsArray[0] = Tick: 500, BarsArray[1] = Tick 2500, BarsArray[2] = Tick 5000) and all on same contract. I have order entry and exit logic on BarsArray[0] and BarsArray[1]. I am using Managed Orders concept.

The Docs state that these Stop Orders must for every bar. My question is, does this mean that each stop order has to be reissued for every bar of each BarsArray? Meaning, if I place an order to EnterLong on BarsArray[1] and an ExitLong also on BarsArray[1]. Do I have to reissue this ExitLong Order on just bars associated with BarsArray[1]? Or, does the ExitLong have to be reissued on any bar associated with same contract (i.e. BarsArray[0], BarsArray[1], and BarsArray[2])?

Thanks,
ATC

[NinjaTrader_Kate]

Hello tornadoatc,

Thank you for your reply.

It would only need to be refreshed on the series it was placed to. You wouldn't need to refresh on the other bars.

Here's a link to our help guide that goes into detail on issues with Multi-time frame scripts:

https://ninjatrader.com/support/helpGuides/nt8/multi-time_frame__instruments.htm

Please let us know if we may be of further assistance to you.