RealtimeErrorHandling.IgnoreAllErrors Allows Strategy to be Disabled

[D Trader]

Dear NinjaTrader Support,

My strategy sets error handling to RealtimeErrorHandling.IgnoreAllErrors in OnStateChange SetDefaults. Also, IsUnmanaged = true.

In fast moving markets, rejected orders are frequent. I look for and process all rejected orders in the OnOrderUpdate() event. Try...Catch error trapping included.

However, NT8 persists in disabling the strategy even though the rejected order is managed by the strategy.

Rejected orders are NOT errors -- they are part of everyday trading. Can you suggest a way to keep the strategy running, even when an order is rejected?

Thank you.

[NinjaTrader_ChelseaB]

Hello D Trader,

Where is RealtimeErrorHandling being set?

Was this changed at any point?

If you print this in OnBarUpdate() is it the value you are expecting?

I would not expect the strategy to be disabled from a rejection.
If you can add a print to OnBarUpdate() and reproduce this, please send an email to platformsupport [at] ninjatrader [dot] com so that I may further investigate.
In the email please add the ticket ID 2632926.

[D Trader]

Thank you for your reply, Chelsea.

I can confirm that a print of RealtimeErrorHandling.ToString() inside OnBarUpdate() shows that the value is still set to IgnoreAllErrors. It is not changed anywhere except when initially assigned in OnStateChange SetDefaults (as indicated in my original post).

From the Log, please see attachment. The strategy is disabled immediately as soon as the order is rejected:

Do you still want me to email, or do you have the information you need? Thank you.

[NinjaTrader_ChelseaB]

Hello D Trader,

I am not able to reproduce this behavior using 8.0.22.2.
Are you using 8.0.22.0?

Attached is a test script.

Below is a link to a video of me testing the script.

https://drive.google.com/file/d/1VDw6kLzqVzKaM5YhKwopiCrCt3lrdvoo/view?usp=drivesdk

Please this test script on your end. Are you getting different behavior than what is shown in the video?