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How do I capture an 'order was ignored' event within a Strategy?

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    How do I capture an 'order was ignored' event within a Strategy?

    I need to find a way to capture and respond to 'wrong side of the market' stop orders that were ignored to be able to use NinjaTrader to accurately backtest. In real-time trading these events are captured and dealt with when a OrderState = OrderState.Rejected event is presented.

    How do I enable this same notification functionality for historical orders while backtesting and optimizing?

    It appears this feature request from fx.practic has not yet been enabled .. possibly SFT-4365 (Please add my vote).
    "And I have another feature request: add new OrderState.Ignored and to trigger OnOrderUpdate() method when order ignored.
    Thank you."



    Any method to capture the order ignored event would be fine?


    If there is no better method, within a strategy how do I subscribe to NinjaTrader's Log Events so I can see the order ignored event as it is written to the Log? (asking for a snipit of code)


    Thanks!
    Hedge








    #2
    Hello Hedge,

    In historical data these ignored orders are not rejected.

    However, they would show up with TraceOrders when overriding OnOrderTrace().
    https://ninjatrader.com/support/help...ordertrace.htm

    SFT-4367 has not been implemented at this time.

    When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number may be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

    Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

    There is not a method to subscribe to Log events.
    Last edited by NinjaTrader_ChelseaB; 04-24-2022, 04:13 PM.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_ChelseaB View Post
      Hello Hedge,

      However, they would show up with TraceOrders when overriding OnOrderTrace().
      https://ninjatrader.com/support/help...ordertrace.htm
      Thanks Chelsea,

      This is exactly what I needed.

      Hedge

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