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Missing Execution

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    Missing Execution

    If I submit an EnterLongStopLimit and OnOrderUpdate store the order in myLongOrder.

    Then OnExecutionUpdate I look for myLongOrder and when found I set my profit target & stop loss orders.

    This work ok but if I ChangeOrder price several times before execution then there is no execution.

    Any ideas?

    Each time I receive an OnOrderUpdate event I store the order in myLongOrder but if (order.OrderState == OrderState.Cancelled) then I set myLongOrder = null


    #2
    I think what's happening is my order is not getting filled.

    Comment


      #3
      Hello dibDab,

      If there is no execution, this would likely mean the price has not reached the order while the order was in a working state.

      Use TraceOrders and Print() to understand behavior.

      Enable TraceOrders to see the order submitted, ignored, automatically cancelled, or rejected.

      Print the time of the bar and all values used in the conditions that when true submit the order to confirm when the condition is evaluating as true.

      Print the order object in OnOrderUpdate() to see the progression of the order changing states.

      Below is a link to a forum post that demonstrates using prints to understand behavior.


      Save the output to a text file and include this with your next post and I will be happy to assist with analyzing the output.
      Chelsea B.NinjaTrader Customer Service

      Comment

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