Avoid entries being ignored

[shtrader]

Hello,

I'm a developing a strategy with an EnterLongStopLimit order. Sometimes the submitted (unfilled) order is cancelled when the bar closes and another order is triggered immediately. In these cases, I can see in the log that the second order is ignored due to Internal Order Handling Rules.

How can I get around this?

Thanks.

[NinjaTrader_ChelseaB]

Hello shtrader,

An order is automatically cancelled when the submission bar closes if the order method is called without the overload signature using the isLiveUntilCancelled parameter, or this parameter is supplied with a value of false.

If you would like the order to not be cancelled, call the order method with the isLiveUntilCancelled parameter as true, or re-submit this on each new bar.

EnterLongStopLimit(int barsInProgressIndex, bool isLiveUntilCancelled, int quantity, double limitPrice, double stopPrice, string signalName)

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

If you would like additional orders submitted, increase the EntriesPerDirection.

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

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

Violating the internal order handling rules could mean you are attempting to submit working orders in opposite directions.

https://ninjatrader.com/support/helpGuides/nt8/index.html?managed_approach.htm#InternalOrderHandlingRulesThatReduceUnwantedPositions

[shtrader]

Thanks Chelsea.

In the above scenario, I would like the first order to get cancelled and the second order (which might be in the opposite direction) to be submitted and not ignored.
I guess the problem is that the first order is cancelled and the second is submitted at the same time when the bar closes.

[NinjaTrader_ChelseaB]

Hello shtrader,

If you are using the managed approach you would not be able to submit an order in the opposite direction until all other working orders in the current direction are updated with a state of cancelled first.

It takes a moment for orders to update states. When the order state updates this will update OnOrderUpdate().

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

You can check the OrderState is OrderState.Cancelled, and submit an order in the opposite direction.

Or you could want for another bar update in OnBarUpdate() and check the order state of the previous order is cancelled.

[shtrader]

Got it. Thanks for the quick response!