Stop loss doesn't have correct quantity.

[ren37]

Hello

The position has 2 entries: FA1 and FA2
Stop loss submitted with correct quantity but in fact is doesn't have correct quantity. So, the position (1 contract) remains opened.
See attached log.

[NinjaTrader_ChelseaB]

Hello ren37,

I have removed the log from your post as this may contain sensitive information. Moving forward, if you would like a log analyzed, please send this in an email to support [at] ninjatrader.com.

I'm only seeing one stop loss was submitted.

May I confirm you are calling SetStopLoss() twice? Once using 'FA1' as the 'From entry signal' and the second using 'FA2' as the 'From entry signal'?

[ren37]

Hey

All senstive information has been replaced or removed from the log. I supposed you saved it for review.

Here are 2 stop loss orders

2024-09-10 14:54:00:811|1|32|Order='5616037947/1234567' Name='Stop loss' New state='Submitted' Instrument='MNQ SEP24' Action='Sell' Limit price=0 Stop price=18817 Quantity=2 Type='Stop Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''

2024-09-10 14:54:00:831|1|32|Order='5616037951/1234567' Name='Stop loss' New state='Change submitted' Instrument='MNQ SEP24' Action='Sell' Limit price=0 Stop price=18817 Quantity=2 Type='Stop Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''

[NinjaTrader_ChelseaB]

Hello ren37,

I'm not seeing where 5616037951 was submitted.

Was this removed from the log or submitted on a previous day?

Are you connected to Rithmic?

From the log I am only showing 1 stop order and 1 limit order were submitted after the two entry orders filled. The 5616037951 order appears to have been submitted sometime previous to the two entry orders filling.

[ren37]

if (stopLossOrder == null)
{
if (Position.Direction == SignalDirection.Long)
stopLossOrder = ExitLongStopMarket(0, true, Filled, value, Strategy.ORDER_NAME_STOPLOSS, SignalName);
else
stopLossOrder = ExitShortStopMarket(0, true, Filled, value, Strategy.ORDER_NAME_STOPLOSS, SignalName);
}
else
ChangeOrder(stopLossOrder, Filled, 0, value);

[ren37]

Hey

I don't see 5616037951 in the log. I'm sending the log to support@

[ren37]

It's a data connection from Ninja Brokerage.

[NinjaTrader_ChelseaB]

Hello ren37,

As a heads up, assign orders to variables from OnOrderUpdate() only and not from the order method call.

From the help guide:
"OnOrderUpdate() will run inside of order methods such as EnterLong() or SubmitOrderUnmanaged(), therefore attempting to assign an order object outside of OnOrderUpdate() may not return as soon as expected. If your strategy is dependent on tracking the order object from the very first update, you should try to match your order objects by the order.Name (signal name) from during the OnOrderUpdate() as the order is first updated."

https://ninjatrader.com/support/helpGuides/nt8/onorderupdate.htm

Seeing as these are not from SetStopLoss(), may I confirm the signal names of both exit stop orders are different and using the different From entry signals of the entries?

[ren37]

No, the name for stop loss is a read only static member Strategy.ORDER_NAME_STOPLOSS for all entries.
Entry names a unique.

[NinjaTrader_ChelseaB]

Hello ren37,

That would cause the existing stop order to be modified and would not submit a new order.

Use unique signal names for the exit orders and use the from entry signal's of each entry.

[ren37]

I will try. Thank you.