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Order isn't placed at right time

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    Order isn't placed at right time

    I'm trying to enter long at a specific price away from current price and my orders aren't placed. My strategy is set to update per tick and it doesn't always place the order. Why?
    I'm using this to enter:

    EnterLongStopMarket(HighestHigh[0]+5*TickSize);

    #2
    Hello ttrader23,

    You would need to debug the conditions to enter if it is not placing trades when you think it should be. You can add a Print into your entry condition to make sure the order is being submited.

    As a side note calling EnterLongStopMarket like you are now will expire after 1 tick if you do not continuously call EnterLongStopMarket until it fills. All orders will expire after 1 bar, or 1 tick in the case of using OnEachTick. To keep the order active you either need to keep calling that method or use IsLiveUntilCancelled true.

    EnterLongStopMarket(int barsInProgressIndex, bool isLiveUntilCancelled, int quantity, double stopPrice, string signalName)

    Comment


      #3
      Also, note that if, every tick, you move your order to the highest high of the past X bars (including the current incomplete bar) plus five ticks, that order would never fill on any bar unless there were an intrabar gap of five ticks plus the spread between two consecutive trades. Depending on the instrument and trading hours, that might happen, but on something like ES during RTH that is improbable.
      Bruce DeVault
      QuantKey Trading Vendor Services
      NinjaTrader Ecosystem Vendor - QuantKey

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