ChangeOrder and connections

[GibbsB613]

Is there a way to confirm that a ChangeOrder executed? Does it return a success or failure value?

I got a log message saying I lost historical, price and order connection. I then got a message saying the historical and price connections were restored but not the order connection. How do I fix this?

If I have a strategy running and there's an open position and orders, what should the sync setting be so that it doesn't get closed if the strategy is re-enabled after the connection is lost?

Thanks!!

[NinjaTrader_ChelseaB]

Hello GibbsB613,

When an order is changed the order state becomes ChangePending/ChangeSubmitted.

If the order change is successful the order state becomes Accepted or Working. (The same is true when submitting an order)

http://ninjatrader.com/support/helpGuides/nt8/en-us/order.htm

Any time an order state is changed, this will trigger OnOrderUpdate().

http://ninjatrader.com/support/helpGuides/nt8/en-us/onorderupdate.htm

To restore the connection, disconnect from the connection and reconnect.

To resume a strategy and ensure orders are not cancelled when the strategy is disabled.
Ensure 'Cancel entry orders when a strategy is disabled' is unchecked and disabled
Ensure 'Cancel exit orders when a strategy is disabled' is unchecked and disabled

http://ninjatrader.com/support/helpGuides/nt8/en-us/options_strategies.htm

Set the Start behavior to 'Immediately submit' before first adding the instance of the strategy (this needs to be set before ever running the script)

http://ninjatrader.com/support/helpGuides/nt8/en-us/syncing_account_positions.htm

And ensure the script has intra-bar granularity.

http://ninjatrader.com/support/forum/showthread.php?p=499332#post499332

[GibbsB613]

I confirmed that the two boxes were unchecked.

Ensure 'Cancel entry orders when a strategy is disabled' is unchecked and disabled.
Ensure 'Cancel exit orders when a strategy is disabled' is unchecked and disabled.

I'm calling ChangeOrder and nothing is happening, I'm not getting an error message or anything. The orders exist and all the parameters have values. It use to work but now nothing. Thoughts?

ChangeOrder(myEntryOrder1Pt, Position.Quantity, NewLimit, 0);
ChangeOrder(myEntryOrder1Sl, Position.Quantity, 0, NewStop);

Thanks!

[NinjaTrader_AlanP]

Hello GibbsB613,

Have you confirmed that there are changes being made as part of that call? For example, that either the price or quantity are different from their previous value?

When you are referring to the orders existing, do you mean they are working on the exchange? Could they be part of an entry order which hasn't be filled yet, thus the SL and PT orders have not yet been submitted?

I look forward to your reply.

[GibbsB613]

I'm using Position.Quantity so that hasn't changed and I'm only testing one position. Shouldn't it still call ChangeOrder and throw an error or perform a partial operation? The price is different since I'm calculating the new prices; I'm printing the new values to the Output window.

Thanks!

[GibbsB613]

I created a simple strategy to open a position and on the next bar update the stop and limit and it does nothing. See the attachment. I'm using CHFJPY in this demo.

Also, after I close the position the strategy is disabled. What causes this?

Thanks!!

[NinjaTrader_AlanP]

Hello GibbsB613,

I would suggest commenting out lines 132 and 133. After doing so, is your stop and PT submitted as expected?

It looks like on every bar update, you are going to submit a change order call for your PT and SL, with the same parameters, I would encourage you to set up a check to confirm that the qty or price is different before submitting a change order call. Are you seeing errors in the log when these ChangeOrder calls are made? When you say they used to work, what do you mean by this?

I look forward to your reply.

[GibbsB613]

Did you test the code?

1. The stop and PT are created as expected.
2. I don't care if it sets it to the same value, the point is it never updates it at all. Why not?
3. There are no errors in the log.
4. It was working before my last NT 8 update.

Do you see anything syntactically incorrect?

Thanks!!

[NinjaTrader_AlanP]

Hello GibbsB613

You should just call SetStopLoss/SetProfitTarget again within OnBarUpdate with the new parameters rather than use the ChangeOrder methods if you’d like to change order.

This is detailed in the helpguide,

“You may call this method from within the strategy OnBarUpdate() method should you wish to dynamically change the target price while in an open position”

http://ninjatrader.com/support/helpGuides/nt8/en-us/?setprofittarget.htm

I also put together a sample demonstrating this.

Please let us know if you need further assistance.

[GibbsB613]

Thanks a ton Alan. I'll give it a try later.