SL and TP Orders Not Executed at the Same Time as Entry

[FaaZer]

Hi everyone,

I have a issue with strategy.

When the trade is placed (in this example, a Long trade), only the entry order appears initially, but the SL and TP orders do not. After the 5-minute bar closes, the SL and TP orders are finally placed. However, I cannot afford to be without a stop loss for those 5 minutes.
So what I did next was place the SL and TP orders together with entryOrder = EnterLong. They do appear immediately, but after the 5-minute bar closes, the SL and TP orders disappear, leaving only the entry order

What is wrong? How can I resolve it? Is it okay if I use 2 times the order SL and TP, one with entryorder (MarketPosition Flat) and other in MarketPosition.Long?

Note 1: The strategy must be used with Calculate.OnBarClose and for this example we are gonna use timeframe 5 minutes, Long trade

Note 2: When I take the SAME trade at Playback, it takes SL and TP order at the same time Entry order, even when I use Calculate.OnBarClose. Exacly same trade, same instrument, same time. But in "Real" SL and TP doesnt match with entry order


Thanks for help

---

This is the code, I will show you the code in a simple way

Variables

        
        private double stopLoss;
        private double entryPrice;
        private double takeProfitPrice;

        private Order stopOrder = null;
        private Order entryOrder = null;
        private Order takeOrder = null;
;​

OnBarUpdate

                if (Position.MarketPosition == MarketPosition.Flat)
                {
                    stopLoss = indicator.TriggerUp - (Value / tickValue) * TickSize;
                }
                
                if (Position.MarketPosition == MarketPosition.Flat && BullishTrigger)
                {
                    entryOrder = EnterLong(Convert.ToInt32(1), "LongEntry");
                }
                
                if (Position.MarketPosition == MarketPosition.Long)
                {
                    stopOrder = ExitLongStopMarket(0, true, entryOrder.Quantity, stopLoss, "StopLoss", "LongEntry");
                    takeOrder = ExitLongLimit(0, true, 1, takeProfitPrice, "TakeProfit", "LongEntry");
                }​

OnOrderUpdate

        protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
        {
            if (order.Name.Contains("Entry"))
            {
                entryOrder = order;

                if (order.OrderState == OrderState.Cancelled)
                {
                    entryOrder = null;
                }
            }

            if (order.Name == "StopLoss")
            {
                stopOrder = order;
                
                if (order.OrderState == OrderState.Cancelled)
                {
                    stopOrder = null;
                }
            }

            if (order.Name == "TakeProfit")
            {
                takeOrder = order;

                if (order.OrderState == OrderState.Cancelled)
                {
                    takeOrder = null;
                }
                
                if (order.OrderState == OrderState.Filled)
                {
                    targetFilled = true;
                }
            }
        }
​

[NinjaTrader_ChelseaB]

Hello FaaZer,

Submit the exit orders from OnExecutionUpdate() when the entry fills.

Assign orders to variables from the order parameter of OnOrderUpdate() only.

Below is a link to an example.

https://support.ninjatrader.com/s/article/Profit-Chase-Stop-Trail

[FaaZer]

Oh I see where is the problem

Thank you!