Limit order with isLiveUntilCancelled not being setup

[morkut]

Hi forum,

Im having problems with a limit order that is not being setup with the isLiveUntilCancelled set to true parameter but does get set up without it. I have TraceOrders set to true and nothing hsows in the log when isLiveUntilCancelled is used.

I have Print calls before and after the EnterLongLimit, they both execute in both cases.

Any clues on why could this be happening/solved?

[NinjaTrader_Emily]

Hello morkut,

Thank you for your post.

Please clarify what you mean by, "a limit order that is not being setup with the isLiveUntilCancelled set to true parameter but does get set up without it." What is your logic for the limit order? Please provide a snippet to demonstrate, including the print statements that you are seeing as well.

I look forward to your reply and assisting you further.

[morkut]

Hi,

Here is a snippet:

if (condition)
{
Debug("Price is above entry level.");
Debug("Placing a buy limit since we are above the entry level.");
EnterLongLimit(NumberContracts1, enterPrice, "Long1");
Debug("Here");

}

This previous code does make a limit order to appear in the chart but the following does not:

if (condition)
{
Debug("Price is above entry level.");
Debug("Placing a buy limit since we are above the entry level.");
EnterLongLimit(0, true, NumberContracts1, enterPrice, "Long1");
Debug("Here");

}

Both produce the print statements (Debug function is just a wrapper).

[NinjaTrader_Emily]

Hi,

Here is a snippet:

if (condition)
{
Debug("Price is above entry level.");
Debug("Placing a buy limit since we are above the entry level.");
EnterLongLimit(NumberContracts1, enterPrice, "Long1");
Debug("Here");

}

This previous code does make a limit order to appear in the chart but the following does not:

if (condition)
{
Debug("Price is above entry level.");
Debug("Placing a buy limit since we are above the entry level.");
EnterLongLimit(0, true, NumberContracts1, enterPrice, "Long1");
Debug("Here");

}

Both produce the print statements (Debug function is just a wrapper).

When you enable the strategy, what is the color of the strategy name on the Strategies tab of the Control Center? If it is yellow, that means that the strategy is calculated to be in an open virtual position, and the platform is waiting for that position to become flat before it submits any orders to the live account position. For more information about the strategy position vs. account position and syncing the positions:

• https://ninjatrader.com/support/help..._account_p.htm
• https://ninjatrader.com/support/help..._positions.htm

Do you see any TraceOrders output, even prior to the print statements being sent to the NinjaScript Output window?

I look forward to your reply.

[morkut]

Hi,

The color is yellow and now a message appears in the output which states that the order is being ignored:

Reason='Exceeded entry signals limit based on EntryHandling and EntriesPerDirection properties'

EntryHandling is set to AllEntries and I have 1 entry max per direction.

Im testing it in playback mode.

[NinjaTrader_Emily]

Hello morkut,

Thank you for your reply.

The strategy name in yellow means that the strategy has calculated it's virtual historical position and determined it would be an open position at the time that you enabled the strategy. Depending on your strategy's start behavior in the settings, it will wait until that virtual position is flat to begin submitting orders to the account on which the strategy is applied. Please see the links from my previous post about the strategy position vs. the account position as well as the syncing account positions page, which describes each of the different possible start behaviors.

Thank you for your time and patience.

[morkut]

Hi,

Thanks for the post, I have used the State.Historical to filter out this behaviour and works well.