Order rejected

[NinjaTrader_ChelseaB]

Hello OldHatNoobCoder,

Set the 'Parameter type' to Price, set the price to 99999

[OldHatNoobCoder]

Thanks.

[NinjaTrader_ChelseaB]

Hello OldHatNoobCoder,

This is showing the limit was rejected due to the OCOID. To confirm you are not submitted the replacement order through the account correct?

If so, this is showing that even without submitting the order through the account the same error is occurring, and further shows with live orders your broker isn't rejecting orders that re-use OCOIDs from rejected/cancelled/filled orders and has different behavior than the Sim101 (or how NinjaTrader Brokerage works).

[OldHatNoobCoder]

Yep. Correct.

[OldHatNoobCoder]

I changed the ordering of GetAtmStrategyStopTargetOrderStatus() and I was able to produce this error:

[NinjaTrader_ChelseaB]

Hello OldHatNoobCoder,

This occur typically occurs if this method is called before the entry order as filled and the Atm has become active. The warning in orange can be ignored if you are intentionally checking the stop and target status before the entry has filled and the Atm is active.

[OldHatNoobCoder]

Hmm. When I place it later, nothing at all happens.

// If the status call can't find the order specified, the return array length will be zero otherwise it will hold elements
            if (status.GetLength(0) > 0)
                {
                    Print("The entry order average fill price is: " + status[0]);
                    Print("The entry order filled amount is: " + status[1]);
                    Print("The entry order order state is: " + status[2]);
            // If the order state is terminal, reset the order id value
            if (status[2] == "Filled" || status[2] == "Cancelled" || status[2] == "Rejected")
                orderId = string.Empty;
                }
            }
        // If the stop order has been rejected, submit a new sell order
            if (atmStrategyId.Length > 0)
            {
                bool stopOrderRejected = false;
                string[,] stopOrders = GetAtmStrategyStopTargetOrderStatus("STOP1", atmStrategyId);

                if (stopOrders.Length > 0)
                {
                    for (int i = 0; i < stopOrders.GetLength(0); i++)
                       {
                    if (stopOrders[i, 2].ToString() == "Rejected")
                    {
                        stopOrderRejected = true;
                        Print ("Stop order rejected mofo ");
                        break;
                    }
                }
            }

            if (stopOrderRejected)
            {
                double limitPrice = Close[0] - 10 * TickSize;
                Order newLimitOrder = myAccount.CreateOrder(myInstrument, OrderAction.Sell, OrderType.Limit, OrderEntry.Automated, TimeInForce.Day, 1, limitPrice, 0, string.Empty, "NewLimitOrder", Core.Globals.MaxDate, null);
                Account.Submit(new[] { newLimitOrder });
            }    
            // If the strategy has terminated reset the strategy id
            else if (atmStrategyId.Length > 0 && GetAtmStrategyMarketPosition(atmStrategyId) == Cbi.MarketPosition.Flat)
                atmStrategyId = string.Empty;​

[OldHatNoobCoder]

This occur typically occurs if this method is called before the entry order as filled and the Atm has become active. The warning in orange can be ignored if you are intentionally checking the stop and target status before the entry has filled and the Atm is active.

Also, the rejection messages were from the ATM strategy, and in that instance I was calling it before

// If the order state is terminal, reset the order id value

So as far as I know, this doesn't sound like it applies?

[NinjaTrader_ChelseaB]

Hello OldHatNoobCoder,

By 'place it later' do you mean you are calling the method later in time, or do you mean you are calling the method lower in the code? (An a new bar update would be later in time. lower in the code would be at the same time)

Before calling this are you checking that the GetAtmStrategyEntryOrderStatus() is returning as Filled?

[OldHatNoobCoder]

By 'place it later' do you mean you are calling the method later in time, or do you mean you are calling the method lower in the code?

I meant lower in the code.

Yes, just didn't paste that:

 string[] status = GetAtmStrategyEntryOrderStatus(orderId);
        // If the status call can't find the order specified, the return array length will be zero otherwise it will hold elements​[QUOTE][/QUOTE]

[NinjaTrader_ChelseaB]

Hello OldHatNoobCoder,

The logic should be requiring the status of the entry to be filled to check the stop and target status.