Entry Orders cancelled after 5 minutes...

[Thomas79]

Hi

i run my strategy in a 5 minutes basis, i enter long or short with a limit order, calculateonbarclose=true

i write the code to say, "if the order is not filled during the 5 minutes, keeps it but cancel it after the 3 bar if it is not filled (15 minutes in total)"

but if the entry order is not filled after the 1st 5 minute, it is cancelled...

here my code (as shown on the guide NT7), can you help to tell me what's wrong ?

// Condition buy
if ( entryOrderAchat == null && buycondition)

{
entryOrderAchat = EnterLongLimit(0, true, 1, Close[0], "Buy");
barNumberOfOrderAchat = CurrentBar;
}

// If entryOrder has not been filled within 3 bars, cancel the order.
elseif (entryOrderAchat != null && CurrentBar > barNumberOfOrderAchat + 3)
{
// When entryOrder gets cancelled below in OnOrderUpdate(), it gets replaced with a Market Order via EnterLong()
CancelOrder(entryOrderAchat);
}

[NinjaTrader_RyanM]

Hi Thomas79,

Code looks good from here for what you're looking to do. Is there any reason provided for cancelling this order in TraceOrders output? Enable it in Initialize() section and then check output in Tools > Output Window

Try adding something like below to check if it's cancelling due to your custom logic or if it's something else:

else if (entryOrderAchat != null && CurrentBar > barNumberOfOrderAchat + 3)
{
Print("CB: " + CurrentBar);
Print("BNO: " + barNumberOfOrderAchat);
// When entryOrder gets cancelled below in OnOrderUpdate(), it gets replaced with a Market Order via
EnterLong()
CancelOrder(entryOrderAchat);
}

[Thomas79]

i recheck the code example... and i this i forget this part of code

protectedoverridevoid OnOrderUpdate(IOrder order)
{
// Checks for all updates to entryOrder.
if (entryOrder != null && entryOrder == order)
{
// Check if entryOrder is cancelled.
if (order.OrderState == OrderState.Cancelled)
{
// Reset entryOrder back to null
entryOrder = null;

// Replace entry limit order with a market order.
marketOrder = EnterLong(1, "market order");
}
}
}

[paatech]

Hi, can you please help with programming "Cancel order" in NT Strategy? I have several condition sets in a Strategy and only for 1 of them I need to program Cancel order for a limit order (the other sets have market orders). So far I have:

EnterLongLimit(0, true, DefaultQuantity, Close[0] + -2 * TickSize, "Long2v");

Now the order is active till it is filled. I need to cancel this order after:
1/ 20 minutes or 5 bars

Can you please advise where and how to place the script for cancelling?

Thanks a lot

[NinjaTrader_RyanM]

Hi paatech,

You can see a sample on CancelOrder() here:
http://www.ninjatrader.com/support/f...ad.php?t=18890

This sample cancels the order if not filled within 3 bars, so you should be able to adapt to your needs.

[paatech]

Originally Posted by NinjaTrader_RyanM

Hi paatech,

You can see a sample on CancelOrder() here:
http://www.ninjatrader.com/support/f...ad.php?t=18890

This sample cancels the order if not filled within 3 bars, so you should be able to adapt to your needs.

Thanks a lot, I trtied hard, but still have not managed to complete the set. Would you mind and completed the script for me? This would be great, many thanks. I need to cancel the order after 5 bars or 20 minutes. The condition set is:

// Condition set 6 "Short 2v"
if (CCI(14)[0] < 0
&& CCI(14)[1] < 0
&& CCI(50)[1] < 0
&& CCI(14)[1] > -100
&& CCI(50)[1] > -100
&& CCI(14)[2] < CCI(14)[1]
&& CCI(14)[0] < CCI(14)[1] + -5
&& CCI(50)[2] < CCI(50)[1]
&& CCI(50)[0] < CCI(50)[1] + -5
&& ToTime(Time[0]) >= ToTime(15, 40, 0)
&& ToTime(Time[0]) <= ToTime(18, 0, 0))
{
EnterShortLimit(0, true, DefaultQuantity, Close[0] + -2 * TickSize, "Short2v");
}

[NinjaTrader_RyanM]

Unfortunately we are not able to custom code as it would limit our ability to provide support to everyone needing it. We're happy to help with any specific questions you have and if you would like professional custom coding development you can look into our 3rd party NinjaScript consultants here:

http://www.ninjatrader.com/partners