Unmanaged Stop market order

[r3n3v]

When I submit a stop market order using the unmanaged approach I get this. What am i doing wrong?

SubmitOrderUnmanaged(0, OrderAction.Sell, OrderType.StopMarket, 1,Low[1],0, oco2, "Stop limit entry");

[NinjaTrader_ChelseaB]

Hello r3n3v,

Are you submitting the order over and over every time OnBarUpdate() updates?

Are you requiring the Position.MarketPosition to be MarketPosition.Flat in the condition that submits this order?

[r3n3v]

I'm using the following for that within the OnBarUpdate

if (CrossAbove(Close,emaFast,1))
                {        
            // Submit OCO entry limit orders if we currently don't have an entry order open
            if (longEntry == null && shortEntry == null && !entrySubmitted && CurrentBar > BarsRequiredToTrade
                && Position.MarketPosition == MarketPosition.Flat)​

[NinjaTrader_ChelseaB]

Hello r3n3v,

Is this condition evaluating as true multiple times?

Are you running this with Calculate.OnBarClose?

Can you provide TraceOrders and Print() output to show us what is happening?

Enable TraceOrders.

Print within the conditions action block above where the order is submitted, the time of the bar and Condition true.

Print the order object in OnOrderUpdate().

Below is a link to a forum post that demonstrates using Print() to understand behavior.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working?p=791121#post791121

Save the output to a text file and attach this to your next post.

[r3n3v]

Ok I've attqched it below.

[NinjaTrader_ChelseaB]

Hello r3n3v,

Print within the conditions action block above where the order is submitted, the time of the bar and Condition true.

Print(string.Format("{0} | condition true", Time[0]));

If you have added this print and the print is not appearing, then it would not be this condition submitting the order. Where else has SubmitOrderUnmanaged() been written into the script?

[r3n3v]

Added next log

[NinjaTrader_ChelseaB]

Hello r3n3v,

Are you adding a print one line above the call to SubmitOrderUnmanaged()?

It kind of looks like the order is being submitting first and the print is called after this.
But it does also appear the print is appearing after every order, indicating the condition is evaluating as true multiple times.

We can also see that the orders are being cancelled and are not being filled. So the Position.MarketPosition is not changing as the position has not changed.

This would also imply that the longEntry variable is null, the shortEntry variable is null, entrySubmitted is true, and CurrentBar is greater than BarsRequiredToTrade.

To understand why the condition is evaluating as true, one line above the conditions that submit the order, print all values in the conditions. Include the time of the bar and a label for each value and comparison operator.

See the video 'NT8 NinjaScript Editor 401' which demonstrates using prints to understand behavior.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working?p=791121#post791121

When testing if something is null, you can put the comparison in the values.

Print(string.Format("{0} | longEntry == null: {1}", Time[0], (longEntry == null) ));

Then provide the output.

[r3n3v]

Ok I changed that to be before my entry. I notice that stop price goes to zero.

bool Crossed = CrossAbove(Close, emaFast,1);
Print(string.Format("{0} | condition true : Ema Crossed!", Time[0], Crossed));
SubmitOrderUnmanaged(0, OrderAction.Sell, OrderType.StopMarket, 1,Low[1],0, "", "Short limit entry");​

11/13/2022 5:25:00 PM | condition true : Ema Crossed!
11/13/2022 5:25:00 PM Strategy 'vrUnmanaged/276456271': Entered internal SubmitOrderUnmanaged() method at 11/13/2022 5:25:00 PM: BarsInProgress=0 Action=Sell OrderType=StopMarket Quantity=1 LimitPrice=11788.00 StopPrice=0 SignalName='Short limit entry'
orderId='NT-00002-802' account='Playback101' name='Short limit entry' orderState=Submitted instrument='NQ 12-22' orderAction=Sell orderType='Stop Market' limitPrice=11788 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2022-11-13 17:25:00' gtd='2099-12-01' statementDate='2022-11-22'
orderId='NT-00002-802' account='Playback101' name='Short limit entry' orderState=Accepted instrument='NQ 12-22' orderAction=Sell orderType='Stop Market' limitPrice=11788 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2022-11-13 17:25:00' gtd='2099-12-01' statementDate='2022-11-22'
orderId='NT-00002-802' account='Playback101' name='Short limit entry' orderState=Working instrument='NQ 12-22' orderAction=Sell orderType='Stop Market' limitPrice=11788 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2022-11-13 17:25:00' gtd='2099-12-01' statementDate='2022-11-22'
11/14/2022 4:00:00 PM Strategy 'vrUnmanaged/276456271': Cancelled order due to end of session handling: BarsInProgress=0, orderId='NT-00002-802' account='Playback101' name='Short limit entry' orderState=Working instrument='NQ 12-22' orderAction=Sell orderType='Stop Market' limitPrice=11788 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2022-11-13 17:25:00' gtd='2099-12-01' statementDate='2022-11-22'
orderId='NT-00002-802' account='Playback101' name='Short limit entry' orderState=CancelPending instrument='NQ 12-22' orderAction=Sell orderType='Stop Market' limitPrice=11788 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2022-11-13 17:25:00' gtd='2099-12-01' statementDate='2022-11-22'
orderId='NT-00002-802' account='Playback101' name='Short limit entry' orderState=CancelSubmitted instrument='NQ 12-22' orderAction=Sell orderType='Stop Market' limitPrice=11788 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2022-11-13 17:25:00' gtd='2099-12-01' statementDate='2022-11-22'
orderId='NT-00002-802' account='Playback101' name='Short limit entry' orderState=Cancelled instrument='NQ 12-22' orderAction=Sell orderType='Stop Market' limitPrice=11788 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2022-11-13 17:25:00' gtd='2099-12-01' statementDate='2022-11-22'
11/14/2022 5:30:00 PM | condition true : Ema Crossed!
11/14/2022 5:30:00 PM Strategy 'vrUnmanaged/276456271': Entered internal SubmitOrderUnmanaged() method at 11/14/2022 5:30:00 PM: BarsInProgress=0 Action=Sell OrderType=StopMarket Quantity=1 LimitPrice=11774.00 StopPrice=0 SignalName='Short limit entry'
orderId='NT-00003-802' account='Playback101' name='Short limit entry' orderState=Submitted instrument='NQ 12-22' orderAction=Sell orderType='Stop Market' limitPrice=11774 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2022-11-14 17:30:00' gtd='2099-12-01' statementDate='2022-11-22'
orderId='NT-00003-802' account='Playback101' name='Short limit entry' orderState=Accepted instrument='NQ 12-22' orderAction=Sell orderType='Stop Market' limitPrice=11774 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2022-11-14 17:30:00' gtd='2099-12-01' statementDate='2022-11-22'
orderId='NT-00003-802' account='Playback101' name='Short limit entry' orderState=Working instrument='NQ 12-22' orderAction=Sell orderType='Stop Market' limitPrice=11774 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2022-11-14 17:30:00' gtd='2099-12-01' statementDate='2022-11-22'
Enabling NinjaScript strategy 'vrUnmanaged/276456271' : On starting a real-time strategy - StartBehavior=WaitUntilFlat EntryHandling=All entries EntriesPerDirection=2 StopTargetHandling=Per entry execution ErrorHandling=Stop strategy, cancel orders, close positions ExitOnSessionClose=True / triggering 30 seconds before close SetOrderQuantityBy=Strategy ConnectionLossHandling=Recalculate DisconnectDelaySeconds=10 CancelEntriesOnStrategyDisable=False CancelExitsOnStrategyDisable=False Calculate=On bar close IsUnmanaged=True MaxRestarts=4 in 5 minutes
NinjaScript strategy 'vrUnmanaged/276456271' submitting order

​

[NinjaTrader_ChelseaB]

Hello r3n3v,

Your conditions are evaluating as true.

If you only want one entry order allowed at a time, you could use a bool. When an entry is submitted, set the bool to true. In OnOrderUpdate() detect the order by order.Name. When the entry order fills, set the bool back to false. Require the bool to be false in the conditions that submit the entry.

[r3n3v]

Ok but one question:

I notice all those orders are placed at 0. Why is that? I'm confused why stopprice is 0.

LimitPrice=11788.00 StopPrice=0 show up on the logs.

13/2022 5:25:00 PM Strategy 'vrUnmanaged/276456271': Entered internal SubmitOrderUnmanaged() method at 11/13/2022 5:25:00 PM: BarsInProgress=0 Action=Sell OrderType=StopMarket Quantity=1 LimitPrice=11788.00 StopPrice=0 SignalName='Short limit entry'
orderId='NT-00002-802' account='Playback101' name='Short limit entry' orderState=Submitted instrument='NQ 12-22' orderAction=Sell orderType='Stop Market' limitPrice=11788 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2022-11-13 17:25:00' gtd='2099-12-01' statementDate='2022-11-22'
ord​

[NinjaTrader_ChelseaB]

Hello r3n3v,

This would be due to a 0 being supplied as the stop price.

SubmitOrderUnmanaged(0, OrderAction.Sell, OrderType.StopMarket, 1,Low[1],0, "", "Short limit entry");
SubmitOrderUnmanaged(int selectedBarsInProgress, OrderAction orderAction, OrderType orderType, int quantity, double limitPrice, double stopPrice, string oco, string signalName)

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

Further, as you have chosen OrderType.StopMarket, supplying Low[1] as the limit price is going to be ignored. Stop market orders do not use a limit price.

[r3n3v]

ok great thanks!