A Short Order without having that instruction in the Strategy Builder

[Mastercom]

First the Calculate on the Strategy Builder is Calculate on each tick.

I have a strategy that has a TAB with conditions:
Market = Flat
Other Conditions
Do EnterLong()

In other TABS I have as conditions:
Market = Long
Other Conditions
Do ExitLong()

Today with one contract, I had an order to buy, next an order to sell and then another order to sell. It means a ShortOrder has been created that does not exist in my strategy. I ask if I'm failing at something in the logic of my strategy.

[NinjaTrader_Jesse]

Hello Mastercom,

I would suggest adding a print into your exit condition to see if the exit is being submitted twice. If you are using OnEachTick and your condition keeps calling the exit method while the position is still open and before the exit fills you may duplicate that order. To avoid that you can add logic to the exit condition so it only gets called once or use a different calculate mode like OnPriceChange.

[Mastercom]

Thank you for the quick response. What kind of logic can I use to make sure that the exit condition is only called once using the Calculate on each tick, because it is observed that the condition that Market=Long is not enough in real time.

[NinjaTrader_Jesse]

Hello Mastercom,

You could use a bool variable for that purpose. Have the default value of false. In the exit condition check if the value of that bool is false as part of the condition. In the action for that condition set it to true. In another set you can check the position for flat and if its flat reset the bool to false so it can take future exits.

[Mastercom]

Thanks a lot. I think that solution is the simplest and most efficient.