I am using managed approach and Playback connection. Playing it. I see the problem only in real-time. I only have a single strategy running on the entire NinjaTrader Platform.
Every once in a while the strategy aborts because of Order Rejected or "Unable to change order" and the strategy aborts.
The problem is that I don't get any error in OnOrderUpdate() and so I cannot manage it.
I see the reason of the rejection and I'll fix it but I don't understand what could be a reason for the error not to show up during OnOrderUpdate()
I often also get error "Unable to change order" and the reason is not apparent. Would you know of a common reason why in playback I could get Unable to Change Order ?
The code I use is
I am entering a EnterLongStopMarket with stop entry placed 2 ticks above the High of the order bar. order itself (High[0] is equal to 20437.75.
Why I get the error and why I cannot catch it in OnErrorUpdate() ?
it prints:
Best
Gio
Every once in a while the strategy aborts because of Order Rejected or "Unable to change order" and the strategy aborts.
The problem is that I don't get any error in OnOrderUpdate() and so I cannot manage it.
I see the reason of the rejection and I'll fix it but I don't understand what could be a reason for the error not to show up during OnOrderUpdate()
I often also get error "Unable to change order" and the reason is not apparent. Would you know of a common reason why in playback I could get Unable to Change Order ?
The code I use is
Code:
protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
{
Print(" order.Time:" + order.Time + " OnOrderUpdate " + order.ToString() + " err" + error.ToString() + " time:" + time.ToString() + " natErr:" + nativeError);
}
Why I get the error and why I cannot catch it in OnErrorUpdate() ?
it prints:
order.Time:10/10/2024 5:22:02 AM OnOrderUpdate orderId='0e69d89edde0426b96c7649b384d730b' account='Playback101' name='Z1L' orderState=Submitted instrument='NQ 12-24' orderAction=Buy orderType='Stop Market' limitPrice=0 stopPrice=20438.25 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=471 time='2024-10-10 05:22:02' gtd='2099-12-01' statementDate='2024-10-10' err NoError time:10/10/2024 5:22:02 AM natErr:
Strategy 'ExecS01/342051783' submitted an order that generated the following error 'Order rejected'. Strategy has sent cancel requests, attempted to close the position and terminated itself.
Strategy 'ExecS01/342051783' submitted an order that generated the following error 'Order rejected'. Strategy has sent cancel requests, attempted to close the position and terminated itself.
Gio
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