Order auto close

[xMCoo]

Hello

i have made a strategy and tested it on playback mode succesffully but when i use it on a eval account nothing happens or when and order is submitted it auto close instantly. I encountered the same issue in play back mode and bypassed it by setting isSimulatedStop=true in setstoploss function, but it doesn't workd in live/eval. So i decided to made a simple strategy :




protected override void OnBarUpdate()
{
//Add your custom strategy logic here.

if(Close[0]>Open[0] && Position.MarketPosition==MarketPosition.Flat){
EnterLong(1,"Long");
SetStopLoss("Long", CalculationMode.Price, Low[0]-20, true);
}

if(Close[0]<Open[0] && Position.MarketPosition==MarketPosition.Flat){
EnterShort(1,"Short");
SetStopLoss("Short", CalculationMode.Price, High[0]+20, true);
}

}


When i use it in sim/live with these properties :
Maximum bars look back : Infinite
Bars required to trade : 1
Start behavior : Wait until flat

Then nothing happen and sometimes an order is filled and autoclose..

Thanks for your help

[NinjaTrader_ChrisL]

Hi xMCoo, please first re-arrange your call to SetStopLoss to be ahead of the entry order:

SetStopLoss("Long", CalculationMode.Price, Low[0]-20, true);
EnterLong(1,"Long");


SetStopLoss("Short", CalculationMode.Price, High[0]+20, true);
EnterShort(1,"Short");

What could happen is the SetStopLoss could be set from the previous entry which could be an invalid price level.

[xMCoo]

Hello ChristL, i ve juste tried, non order is filled

[NinjaTrader_ChrisL]

Hi, If you turn on Trace Orders do you see any ignored entries coming from your script when you run it?

https://ninjatrader.com/support/help...aceorders2.htm

Please also use a simple Print() within your code to see if your entry signal is being reached:

if(Close[0]<Open[0] && Position.MarketPosition==MarketPosition.Flat)
{
    Print("Submitting short order"); //if you see this, you know the strategy is reaching its entry signals.
    SetStopLoss("Short", CalculationMode.Price, High[0]+20, true);
    EnterShort(1,"Short");

}
​

You may also try other strategies that are confirmed to work here:
https://ninjatrader.com/support/foru...der#post806596

[xMCoo]

No print, no trace order in print output, only thing i see in log is :
2023-04-14 21:58:54:993|3|4|Strategy 'xmCTest/262996463': An order placed at '11/04/2023 00:00:01' has been ignored since the order was submitted before the strategy property BarsRequiredToTrade had been met.
2023-04-14 21:58:55:045|1|4|Enabling NinjaScript strategy 'xmCTest/262996463' : On starting a real-time strategy - StartBehavior=WaitUntilFlat Position=MNQ 06-23 1L EntryHandling=All entries EntriesPerDirection=1 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=False MaxRestarts=4 in 5 minutes

[NinjaTrader_ChrisL]

Hi, If you do not see a print here it means the entry signal is not being reached. You can confirm this again using prints to print out

Print(Close[0]<Open[0]);
Print(Position.MarketPosition==MarketPosition.Flat );

[xMCoo]

I think i have found why, it seems that when i enable the strategy passed bars are processed and a position is opened in the past so the position is not flat. When the stop is reached then a realtime order is filled.

[NinjaTrader_ChrisL]

Hi, thanks for the follow up. The historical position should not be submitting a real time order. You can use the startup behavior WaitUntilFlat or ImmediatelySubmit, Synchronize account to have the strategy take on the historical position in real time.