Un-identified stop order

[zoharcho]

Hi, thank you for helping.

I am getting an error (see attachment) , that an un-identified stop order has been rejected (see also orders TAB in attachment)

As you can see in the orders TAB marked in red, the stop order has a very weird ID.

Do you have any idea where it is coming from? the quantity is not correct. The stock is BBBY,
you can see that I entered with the quantity of 1796, then it put a weird stop of 100, and then, the proper stop of the full position.

If you are familiar with this, it will be awesome, thanks for helping.

[NinjaTrader_Kate]

Hello zoharcho,

Thank you for your post.

The weird number would be an internal order number assigned to the order until it reaches the broker, when it then receives an order number from them.

However, why the odd stop was placed would be nearly impossible to say without seeing the strategy itself. Is this a strategy you've programmed yourself, or one received from a third party vendor?

Thanks in advance; I look forward to assisting you further.

[zoharcho]

Hi Kate, you are totally correct, I debug the issue, and I have located it to the first piece when a big order is executing @ OnExecutedUpdate
I used the example code for realtime-fast stoploss orders when there is partial execution.

For some reason, the first piece in the partial execution is getting rejected as in the picture.

Does this information help you? help me?

[NinjaTrader_Kate]

Hello zoharcho,

Thank you for your reply.

Who is your data provider? Some do not guarantee the order in which Order/Execution/Position updates are received, so that could make a difference in handling.

Could you provide a sample of the code you're using to handle the placement of stop loss orders in a partial fill scenario in OnExecutionUpdate?

Thanks in advance; I look forward to assisting you further.

[zoharcho]

I am using Interactive Brokers + I am testing it on the demo account (maybe on real it will not do the problem?)

See the Image, this is the standard code.

P.S.
this issue doesn't happen all the time

thank you

[NinjaTrader_Kate]

Hello zoharcho,

Thank you for your reply

Interactive Brokers is one of those that does not guarantee the order of Order/Execution/Position updates and it's very likely this is the root cause of the issue. It's very possible that an out of order update is causing the strategy to incorrectly place the stop.

https://ninjatrader.com/support/helpGuides/nt8/unmanaged_approach.htm

We would recommend using the Unmanaged Approach rather than the Managed Approach if you're hitting issues like this with a strategy running on an Interactive Brokers connection. The Unmanaged Approach allows you to calculate the position internally to the strategy without relying on position or execution updates in a particular order.

I'm attaching an example script below.

If you test with this do you see the issue with the stops?

Thanks in advance; I look forward to assisting you further.

[zoharcho]

Thank you Kate, the more example code, my ninja code skills are growing LOL, thank you will check it out.

BTW, the issue currently does not impact the functionality of the strategy, it functions well it just the first piece sometimes reject, but then it immediately correct and the stop is set well.