I also have another message error that says that order buy stop or buy stop limit cannot be put below the market touch order : BuyToCover 1 StopMarket @ 150.
It's from a strategy ninjascript with an ATM.
This is the code :
if(Times[0][0].TimeOfDay > OrEnd.TimeOfDay && atmStrategyId.Length == 0 && CrossAbove(Close, ORHigh, 1))
{
isAtmStrategyCreated = false;
atmStrategyId = GetAtmStrategyUniqueId();
OrderIdB = GetAtmStrategyUniqueId();
double buyPrice = 0.0;
buyPrice = GetCurrentAsk() + 4 * TickSize;
AtmStrategyCreate(OrderAction.Buy, OrderType.Market, buyPrice, 0, TimeInForce.Day, OrderIdB, "AtmOpStrategy", atmStrategyId, (atmCallbackErrorCode, atmCallBackId) =>
{
if(atmCallbackErrorCode == ErrorCode.NoError && atmCallBackId == atmStrategyId)
{
isAtmStrategyCreated = true;
}
});
}
if(Times[0][0].TimeOfDay > OrEnd.TimeOfDay && atmStrategyId.Length == 0 && CrossBelow(Close, ORLow, 1))
{
isAtmStrategyCreated = false;
atmStrategyId = GetAtmStrategyUniqueId();
OrderIdS = GetAtmStrategyUniqueId();
double sellPrice = 0.0;
sellPrice = GetCurrentBid() - 4 * TickSize;
AtmStrategyCreate(OrderAction.Sell, OrderType.Market, sellPrice, 0, TimeInForce.Day, OrderIdS, "AtmOpStrategy", atmStrategyId, (atmCallbackErrorCode, atmCallBackId) =>
{
if(atmCallbackErrorCode == ErrorCode.NoError && atmCallBackId == atmStrategyId)
{
isAtmStrategyCreated = true;
}
});
}
if(!isAtmStrategyCreated)
{
return;
}
if(OrderIdB.Length > 0)
{
string[] status = GetAtmStrategyEntryOrderStatus(OrderIdB);
if(status.GetLength(0) > 0)
{
if(status[2] == "Filled" || status[2] == "Cancelled" || status[2] == "Rejected")
{
OrderIdB = string.Empty;
}
}
}
else if(OrderIdS.Length > 0)
{
string[] status = GetAtmStrategyEntryOrderStatus(OrderIdS);
if(status.GetLength(0) > 0)
{
if(status[2] == "Filled" || status[2] == "Cancelled" || status[2] == "Rejected")
{
OrderIdB = string.Empty;
}
}
}
else if(atmStrategyId.Length > 0 && GetAtmStrategyMarketPosition(atmStrategyId) == Cbi.MarketPosition.Flat)
{
atmStrategyId = string.Empty;
}
}
Do you have any idea to resolve this issue.
Thank you !

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