Rejected Order

[tabi5]

Hello good day. I am creating a logic for a bot. And use stop buy and stop sell orders. But there are times when due to volatility ... those requests are not fulfilled. How could you tell the bot that when the order rejected message comes out. He enters the market. I really appreciate your help. Thank you.

[NinjaTrader_ChrisL]

Hi tabi, thanks for posting.

You can set the strategy's RealtimeErrorHandling to RealtimeErrorHandling.IgnoreAllErrors and handle the reject in OnOrderUpdate. There is an example of doing so in the link.

Best regards,
-ChrisL

[tabi5]

Thank you very much ... you are the best ninja warrior hehehe ... Your advice worked great. Now I need the bot to enter the market, what would be the way that ninja calls the error that ninja derives from a buy or sell stop order ... so I can tell it after this error occurs, (X) you enter the market. .. // EnterLongStopMarket // EnterLong // EnterShortStopMarket // EnterShort

[NinjaTrader_PaulH]

Hello tabi5,

Thanks for your reply.

In post #2 Chris provided a link to the help guide. In the help guide, it shows an example of the code needed to trap a rejected order. From there you can place your next order.

From the help guide:

protected override void OnOrderUpdate(Order order,  double limitPrice, double stopPrice, int quantity , int filled, double averageFillPrice,
                                    OrderState orderState, DateTime time, ErrorCode  error, string nativeError)
{
  // Assign stopLossOrder in OnOrderUpdate() to ensure the assignment occurs when expected.
  // This is more reliable than assigning Order objects in OnBarUpdate,
  // as the assignment is not guaranteed to be complete if it is referenced immediately after submitting
  if (order.Name == "myStopLoss" && orderState ==  OrderState.Filled)
    stopLossOrder = order;

  if (stopLossOrder != null && stopLossOrder == or der)
  {
    // Rejection handling
    if (order.OrderState == OrderState.Rejected)
    {
        // Stop loss order was rejected !!!!
[B]// Do something about it here[/B]
    }
  }
}