CancelEntryOrder

[traderhawk]

Hi,


I'm testing a strategy and having problems when a StopLimit Order isn't filled..

I need to cancel the EntryOrder and I'm using this code.


AtmStrategyCancelEntryOrder(orderId);

But I get this message...


'AtmStrategyCancelEntryOrder' method error: OrderId 'e76fd41fc98b4a508f1ad1373300f87d' does not exist


But when I put some Print statements in the code to print to the output window the OrderId is correct...


This is the details I get once the order is submitted.
MES 03-22 Chart
Limt Buy Price : 4688.75
Stop Buy Price : 4688.25
OrderId : e76fd41fc98b4a508f1ad1373300f87d


and then when my code attempts to CancelEntryOrder I double check OrderId and it's this

MES 03-22 Chart
OrderId : e76fd41fc98b4a508f1ad1373300f87d

'AtmStrategyCancelEntryOrder' method error: Order ID 'e76fd41fc98b4a508f1ad1373300f87d' does not exist


It does it every-time..

PS. I'm using some of the code from SampleATMStrategy. to place the order and manage.

isAtmStrategyCreated = false;
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();

AtmStrategyCreate(OrderAction.Buy, OrderType.StopLimit, limitPrice, stopPrice, TimeInForce.Gtc, orderId, "AtmStrategyTemplate", atmStrategyId, (atmCallbackErrorCode, atmCallBackId) =>
{

//check that the atm strategy create did not result in error, and that the requested atm strategy matches the id in callback
if (atmCallbackErrorCode == ErrorCode.NoError && atmCallBackId == atmStrategyId)
isAtmStrategyCreated = true;

}
);

This is just part of the code hopefully you will understand...



Thanks..

[NinjaTrader_ChrisL]

Hi traderhawk, thanks for posting.

Either the entry order is filled or does not exist at the time you cancel or the order is not valid in the first place. The test script I attached works to cancel the entry order on the next bar. Please test on your end to confirm this one works as well. You can test this file by placing the .cs within Documents\NinjaTrader 8\bin\Custom\Strategies and ensure you have an ATM template called "AtmStrategyTemplate"

Kind regards,
-ChrisL

[traderhawk]

Hi Chris,

Thanks for the reply.. I'm trying your Strategy...

Regards
Bruce

[traderhawk]

Hi Chris,

Ok finally worked it out.. I used your code which I modified slightly (CurrentBar != submitbar + 1) to fix a problem to managed order before filled but also had to use IsFirstTickOfBar to confirm order...see attached.. works on 6 range and I guess other data series.. but easier to test order management on 6 range as new bars generated often. This Strategy is just for testing order flow and management so I can understand how it works..achieved that..
Thanks for your help.