ChangeOrder is limited by EntriesPerDirection setting?

[dadarara]

wondering and am looking for confirmation:

i am using the ChangeOrder() in my strategy

Example
if(entryOrder == null ) entryOrder = EnterShortLimit(0 , true , CurrentTradeSize  , EntryLevel  , "Short");
else ChangeOrder(entryOrder,CurrentTradeSize,EntryLevel,EntryLevel );
​

but it seems that if the EntriesPerDirection = 1 I get the CHANGED order ignored, with :
Reason='Exceeded entry signals limit based on EntryHandling and EntriesPerDirection properties'

it is as if the Changeorder is considered as a new order to same direction every time its used.
if I set the EntriesPerDirection = 50. it works. (kind of)

am I supposed to use the ChangeOrder() in some other way ?

[NinjaTrader_Jesse]

Hello dadarara,

That may be due to your logic, a change order should not cause that type of error. I tried the following and see it change to a quantity of 2 without the warning. You can apply this to a 10 second chart and then watch it work in realtime.

public class Test : Strategy
    {
        private Order entryOrder = null;
        bool doOnce;
        
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name                                        = "Test";
                Calculate                                    = Calculate.OnBarClose;
                EntriesPerDirection                            = 1;
                EntryHandling                                = EntryHandling.AllEntries;
                TraceOrders                                    = true;
            }
        }
    
        protected override void OnBarUpdate()
        {
            if (State == State.Historical) 
                return;
            
            if(!doOnce)
            {
                EnterLongLimit(0, true, 1, Close[0] - 20*TickSize, "entryOrder");    
                doOnce = true;
            } else{
                ChangeOrder(    entryOrder, 2, Close[0] - 20*TickSize,0);
            }

            
        }
        
        protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
        {
          if (order.Name == "entryOrder")
              entryOrder = order;
         
          // if entry order exists
          if (entryOrder != null && entryOrder == order)
          {
              Print(order.ToString());
              if (order.OrderState == OrderState.Cancelled)
              {
                  // Do something here
                  entryOrder = null;
              }
          }
        }
    }

[dadarara]

I am not doing it once. every candle I change the order. of course if conditions are right,
regardless, if the standing order is not executed, a change should occur with a new price.
thats when i have a problem .

doing it once, I also dont have an issue

[NinjaTrader_Jesse]

Hello dadarara,

That would still work if you are changing the price on each update, that sample is also updating the order for each update after its submitted, I just didn't add anything to change the price. That works with no warnings. That sample is just a proof that shows the entries per direction does not apply to ChangeOrder because that is a single order.

In your script you would need to use prints to identify which order is being called at that time to better understand why you are getting that warning. If your entry order condition is being called again after submitting the initial entry that would cause that warning.

[dadarara]

made changes
seems to work in playback but in the HISTORY there are patches of time when the orders are simply ignored . saying the same
Reason='Exceeded entry signals limit based on EntryHandling and EntriesPerDirection properties'

what can be the issue with historical run, while in live it works .? (at least in the payback)

[NinjaTrader_Jesse]

Hello dadarara,

If you are seeing that message that means the strategy was in a position already and an entry method was called. If during a period of time in the backtest the strategy is in a position that will block any entry signals from submitting more orders. The only way around that would be to allow for more entries per direction if that is your intention, otherwise that is working as intended and preventing more entries until the position is closed.