Calling AtmStrategyCancelEntryOrder() terminates my strategy

[dowtrader]

Hi,


Whenever I call AtmStrategyCancelEntryOrder() within my Ninjascript strategy to cancel an ATM created entry order, my entire strategy is immediately terminated. I need the strategy to continue analaysing for entries after cancelling the ATM strategy as it does after cancelling ordinary non-ATM managed entry orders.

The ATM cancelling code is below, is there something that I doing wrong or is this the expected behaviour?


string[] entryOrder;
foreach (string atmStrategyId in ATMStratagyIDs)
{

entryOrder = GetAtmStrategyEntryOrderStatus(atmStrategyId);

// checks if the entry order exists
// and the order state is not already cancelled/filled/rejected
if (entryOrder.Length > 0 && entryOrder[2] == "Working")
{

Print("Cancelling ATM Strategy Order");
if(AtmStrategyCancelEntryOrder(atmStrategyId))
ATMStratagyIDs.Remove(atmStrategyId);

}

}

[NinjaTrader_ChelseaB]

Hello dowtrader,

Are there errors appearing on the Log tab of the Control Center?

[dowtrader]

Hi Chelsea,

There are no errors appearing on the Log tab of the Control Center.

dowtrader

[NinjaTrader_ChelseaB]

Hello dowtrader,

A strategy will only become disabled if there is an error, or CloseStrategy() / SetState() is called, or if the Close button in a trade window or Flatten position is manually clicked.

Just to confirm, if you comment out that one line the behavior stops? (I'm suspicious the attempt to remove the element from the collection is causing an error)

[dowtrader]

Yes, if I comment out that one line the behavior definitely stops.

[NinjaTrader_ChelseaB]

Hello dowtrader,

I am not able to reproduce.

https://drive.google.com/file/d/1W0S0d7pNkIOfQSy7ep2YDO6P3o-uamn7/view?usp=drivesdk

Using the attached simple test script are you able to reproduce?
AtmStrategyCancelEntryOrderTest_NT8.zip

[dowtrader]

Hi Chelsea,

Thank you for going to the effort of producing such a detailed video - much appreciated. I’ll look into this further and get back to you as soon as possible.

Many thanks,
dowtrader