Issue after cancelling order

[jfrimondi]

Hello everyone. I would like to know of anyone could help me. After I cancel a limit order, the system is not recognizgin new entry signals. Hence, I cannoy enter the amrjet again. Here is wht Ninjaout shows:

[ALQUIMIAStrategy 2][09/21/2021 08:16:00 AM] Bar count Abv/Bel 200EMA: 14, EMA20-EMA200: 11.529, EMA200: 15110.25, slope200ma: 0.15, BarsSinceExit: 14 Day Sess: True, Aft Sess: True, Steps: 1
[ALQUIMIAStrategy 2][09/21/2021 08:16:00 AM] Bar count Abv/Bel 200EMA: 14, EMA20-EMA200: 11.55, EMA200: 15110.25, slope200ma: 0.15, BarsSinceExit: 14 Day Sess: True, Aft Sess: True, Steps: 1
[ALQUIMIAStrategy 2][09/21/2021 08:16:00 AM] Bar count Abv/Bel 200EMA: 14, EMA20-EMA200: 11.55, EMA200: 15110.25, slope200ma: 0.15, BarsSinceExit: 14 Day Sess: True, Aft Sess: True, Steps: 1
[ALQUIMIAStrategy 2][09/21/2021 08:16:00 AM] Bar count Abv/Bel 200EMA: 14, EMA20-EMA200: 11.55, EMA200: 15110.25, slope200ma: 0.15, BarsSinceExit: 14 Day Sess: True, Aft Sess: True, Steps: 1
[ALQUIMIAStrategy 2][09/21/2021 08:16:00 AM] Bar count Abv/Bel 200EMA: 14, EMA20-EMA200: 11.55, EMA200: 15110.25, slope200ma: 0.15, BarsSinceExit: 14 Day Sess: True, Aft Sess: True, Steps: 1
[ALQUIMIAStrategy 2][09/21/2021 08:16:00 AM] Bar count Abv/Bel 200EMA: 14, EMA20-EMA200: 11.55, EMA200: 15110.25, slope200ma: 0.15, BarsSinceExit: 14 Day Sess: True, Aft Sess: True, Steps: 1
[ALQUIMIAStrategy 2][09/21/2021 08:16:00 AM] Bar count Abv/Bel 200EMA: 14, EMA20-EMA200: 11.571, EMA200: 15110.25, slope200ma: 0.15, BarsSinceExit: 14 Day Sess: True, Aft Sess: True, Steps: 1
[TRADE][09/21/2021 08:16:00 AM][ALQUIMIAStrategy 2] [MNQ 12-21] Cancel OLD entry limit Order

[TRADE][09/21/2021 08:16:00 AM][ALQUIMIAStrategy 2] [MNQ 12-21] Cancel OLD entry limit Order

[TRADE][09/21/2021 08:16:00 AM][ALQUIMIAStrategy 2] [MNQ 12-21] Cancel OLD entry limit Order

[TRADE][09/21/2021 08:16:00 AM][ALQUIMIAStrategy 2] [MNQ 12-21] Cancel OLD entry limit Order

[TRADE][09/21/2021 08:16:00 AM][ALQUIMIAStrategy 2] [MNQ 12-21] Cancel OLD entry limit Order

[TRADE][09/21/2021 08:16:00 AM][ALQUIMIAStrategy 2] [MNQ 12-21] Cancel OLD entry limit Order

[TRADE][09/21/2021 08:16:00 AM][ALQUIMIAStrategy 2] [MNQ 12-21] Cancel OLD entry limit Order

[TRADE][09/21/2021 08:16:00 AM][ALQUIMIAStrategy 2] [MNQ 12-21] Cancel OLD entry limit Order

THIS MESSAGE CONTINUE TO GOES FOREVER.

Here is how my cancel orders is coded:

#region Trade Settings
//if (IsFirstTickOfBar)
if (Steps != 0 | IsFirstTickOfBar)
{
Print(string.Format("[ALQUIMIAStrategy 2][{0}] Bar count Abv/Bel 200EMA: {1}, EMA20-EMA200: {2}, EMA200: {3}, slope200ma: {4}, BarsSinceExit: {5} Day Sess: {6}, Aft Sess: {7}, Steps: {8}",
Time[0].ToString(format), Counter200[0], Math.Round((EMA20[0] - EMA200[0]),3), ema200, Math.Round(slope200ma, 2), BarsSinceExitExecution(), InDaySession, InAftSession, Steps));
}

// cancel old limit entry orders
if (entryOrder != null && CurrentBar > EntryIndex + BarsToKeepRestingOrders
|| (entryOrder != null && Close[0] < PriceLong - 15 && entryOrder.Name == "LongMarketEntry" )
|| (entryOrder != null && Close[0] > PriceShort + 15 && entryOrder.Name == "ShortMarketEntry"))
{
Print(string.Format("[TRADE][{0}][ALQUIMIAStrategy 2] [{1}] Cancel OLD entry limit Order", Time[0].ToString(format), Instrument.FullName));
Print("");
CancelOrder(entryOrder);
Steps = 0;
Counter200[0] = 0;
Counter200[1] = 0;

THANKS SO MUCH,

Juan Francisco

[NinjaTrader_Kate]

Hello jfrimondi,

Thank you for your note.

When are you resetting entryOrder to null? If you don't reset this to null when the order is cancelled, this would keep being processed. Are you monitoring in OnOrderUpdate for the cancellation and resetting when the order is cancelled?

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

[jfrimondi]

Hello. Thanks for your quick response.

This is how my OrderUpdate region is coded:

#region Order Update
protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
{
// check if the current order matches the orderName passed in "EnterLong"()
// Assign entryOrder 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 == "LongMarketEntry" || order.Name == "ShortMarketEntry")
entryOrder = order;

// if entry order exists
if (entryOrder != null && entryOrder == order)
{
if ( order.OrderState == OrderState.Filled) // order.OrderState == OrderState.Cancelled ||
{
Steps = 0;
Print("Entry order Filled : " + Steps);
// Do something here
entryOrder = null;
}

Can you give me an example of resetting order tu null, please? Thanks again

[NinjaTrader_Kate]

Hello jfrimondi,

Thank you for your reply.

You've got the bit where it would check if the order was cancelled commented out there. So do this instead:

// if entry order exists
if (entryOrder != null && entryOrder == order)
{
if ( order.OrderState == OrderState.Filled)
{
Steps = 0;
Print("Entry order Filled : " + Steps);
// Do something here
entryOrder = null;
}
else if (order.OrderState == OrderState.Cancelled)
{
Print("Entry order cancelled");
entryOrder = null;
}
}

Please let us know if we may be of further assistance to you.

[jfrimondi]

I believe that the issue was fixed! Thanks so much.

Regards,

JFR