ghost order gets opened and cancelled

[tkaboris]

HI i have strategy that uses limit orders for entry, with onbar close.
It uses both historical and real time processing. I am not sure but when there is no signal prints indicate orders gets opened and closed i am not sure where its coming from. Is it from historical processing? if I include this then I dont get similar ghost orders in print statements.
if (State != State.Realtime) //Only trades realtime. Ignores historical trades.
{
return;
}

my entry and Print methods
if(BullBearFlag)
{
if (State == State.Historical && CurrentBar == BarsArray[0].Count - 2)
{
if (entryOrderFS != null)
{
suppressOcoF = true;
exitNameF = "exit to start flat";
exitFlatF = placeHolderOrderF;
ExitShort(0, 1, exitNameF, entryOrderFS.Name);
}
}
else if(beforeTradeShortCheck && bearFlagEntry && Close[0] > bearFlagEntryLevel && entryOrderFS == null
&& profitTargetFS == null && stopLossFS == null && GetCurrentAsk() >= bearFlagEntryLevel && !exitOnCloseWaitF)
{
// EnterShort(0,PositionSize, "LB Short");
suppressOcoF = false;
entryOrderFS = placeHolderOrderF;
EnterShortStopMarket(0,true, PositionSize, bearFlagEntryLevel,"Flag Short");
bearFlagEntry = false;

}
if(entryOrderFS != null && IsFirstTickOfBar && stochPrim[0] < maxStochFlagShort && stochPrim[0] > minStochFlagShort && bearFlagEntry && Close[0] > bearFlagEntryLevel
&& riskBearFlag < riskFlag && GetCurrentAsk() >= bearFlagEntryLevel && trendDirection == -1 && isLowSequence)
{
EnterShortStopMarket(0,true, PositionSize, bearFlagEntryLevel,"Flag Short");
Print("entryOrderFS Reentry"+entryOrderFS);
}
if(entryOrderFS != null )
{

Print("entryOrderFS check:" + entryOrderFS);
}
if(entryOrderFS != null && IsFirstTickOfBar && (stochPrim[0] >= maxStochFlagShort || riskBearFlag > riskFlag || !isLowSequence ))
{
CancelOrder(entryOrderFS);
Print("Cancel Sell order" + Time[0]);
}
if (ordersCancelledFS)
{
Print("stop and/or target cancelled or rejected");

// if the orders were cancelled due to the exit on close, do not submit an order to flatten
if (!exitOnCloseWaitF && entryOrderFS != null && entryOrderFS.OrderState == OrderState.Filled)
{
Print("exiting and resetting");

exitNameF = "exit for cancel";
exitFlatF = placeHolderOrder;
ExitShort(exitNameF, entryOrderFS.Name);
}

if (entryOrderFS == null || entryOrderFS.OrderState != OrderState.Filled)
Print(" entry not filled or is null");

ordersCancelledFS = false;
return;
}

}


my prints
Enabling NinjaScript strategy 'LineBreakerAlgoTest/312671954' : On starting a real-time strategy - StartBehavior=WaitUntilFlat EntryHandling=Unique entries EntriesPerDirection=1 StopTargetHandling=Per entry execution ErrorHandling=Stop strategy, cancel orders, close positions ExitOnSessionClose=True / triggering 30 seconds before close SetOrderQuantityBy=Strategy ConnectionLossHandling=Recalculate DisconnectDelaySeconds=10 CancelEntriesOnStrategyDisable=False CancelExitsOnStrategyDisable=False Calculate=On bar close IsUnmanaged=False MaxRestarts=4 in 5 minutes
entryOrderFS checkrderId='NT-00186-5147' account='Sim101' name='Flag Short' orderState=Cancelled instrument='NQ 12-24' orderAction=SellShort orderType='Stop Market' limitPrice=0 stopPrice=20189.25 quantity=3 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2024-09-24 12:18:30' gtd='2099-12-01' statementDate='2024-09-24'

Cancel Sell order9/24/2024 2:46:00 PM
entryOrderFS checkrderId='NT-00186-5147' account='Sim101' name='Flag Short' orderState=Cancelled instrument='NQ 12-24' orderAction=SellShort orderType='Stop Market' limitPrice=0 stopPrice=20189.25 quantity=3 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2024-09-24 12:18:30' gtd='2099-12-01' statementDate='2024-09-24'

Cancel Sell order9/24/2024 2:46:30 PM
entryOrderFS checkrderId='NT-00186-5147' account='Sim101' name='Flag Short' orderState=Cancelled instrument='NQ 12-24' orderAction=SellShort orderType='Stop Market' limitPrice=0 stopPrice=20189.25 quantity=3 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2024-09-24 12:18:30' gtd='2099-12-01' statementDate='2024-09-24'

Cancel Sell order9/24/2024 2:47:00 PM
entryOrderFS checkrderId='NT-00186-5147' account='Sim101' name='Flag Short' orderState=Cancelled instrument='NQ 12-24' orderAction=SellShort orderType='Stop Market' limitPrice=0 stopPrice=20189.25 quantity=3 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2024-09-24 12:18:30' gtd='2099-12-01' statementDate='2024-09-24'

Cancel Sell order9/24/2024 2:47:30 PM

[NinjaTrader_Jesse]

Hello tkaboris,

The prints you provided appear to be custom so if you want to know when that is happening you could add the State into the print so you know if its historical or realtime. We would not be able to tell what happened based only on the prints and that part of your code, you would need to modify the prints so relevant information is output so you can review that while running and debugging the script.

[tkaboris]

Why when i cancel order
i still get another cancel order of the same order. I think if i cancel order there will not be another instance of the same order to cancel.. you can see it by orderid in the prints below



Ask >= BearFlag:True
**********************
entryOrderFL CheckrderId='4c104f088036465bafdf219478e54c72' account='Playback101' name='Flag Long' orderState=Cancelled instrument='NQ 12-24' orderAction=Buy orderType='Stop Market' limitPrice=0 stopPrice=20082.5 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=211341 time='2024-09-23 10:06:01' gtd='2099-12-01' statementDate='2024-09-23'
Cancel Buy order9/23/2024 10:06:30 AM
**********************
Time after:9/23/2024 10:07:00 AM
beforeTradeLongCheckTrue
beforeTradeShortCheckTrue
bullFlagFalse
bearFlagFalse
bullFlagEntryFalse
bearFlagEntryFalse
bullFlagEntryLevel20082.5
bearFlagEntryLevel20055
bearFlagPreEntryFalse
trendlineValueUp20055.5
bullFlagPreEntryFalse
trendlineValueDn20082
isHighSequence:False
isLowSequence:False
trendDirection1
longTradeTakenFalse
riskBullFlag10.5
riskBearFlag9.5
atrInd[0]:12.7216109795514
chopIndex[0]49.3340253762486
atrWithinRangeTrue
limitFlagEntriesTrue
stochPrim[0]74.7174731961744
atrWithinRangeTrue
exitOnCloseWaitFFalse
Bid <= BullFlag:False
Ask >= BearFlag:True
**********************
entryOrderFL CheckrderId='4c104f088036465bafdf219478e54c72' account='Playback101' name='Flag Long' orderState=Cancelled instrument='NQ 12-24' orderAction=Buy orderType='Stop Market' limitPrice=0 stopPrice=20082.5 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=211341 time='2024-09-23 10:06:01' gtd='2099-12-01' statementDate='2024-09-23'
Cancel Buy order9/23/2024 10:07:00 AM

[NinjaTrader_Jesse]

Hello tkaboris,

These are questions we cannot answer from the given information. You would need to debug the strategy if it is not performing as expected.

Debugging involves using prints and actually running the strategy so you can evaluate how the logic you made works when run. Your prints don't mean anything to me specifically because I do not know where the prints are in the code and also I cannot run the code to see how it executed, those will only be useful for your while debugging on your machine.