Market Trades don't always execute

[malbeth35]

In my strategy script, I am using two instruments. I usually enter and exit both instruments on the same tick. In fact, the Enter calls are on adjacent lines in the code, and the Exit calls are on adjacent lines in the code.

What I am finding, though, is that one of the Exit calls (occassionally) doesn't appear to submit an order, and thus never gets executed to close the position.

For example, on one tick, we execute this code:
if ( doTrade )
{
EnterLong( 0, 10, "Long Primary" );
EnterShort( 1, 10, "Short Secondary" );
}

on a subsequent tick, we execute this code:

if ( exitTrade )
{
ExitLong( 0, 10, "Exit Primary", "Long Primary" );
ExitShort( 0, 10, "Exit Secondary", "Short Secondary" );
}

on subsequent ticks, I check the Positions[0 and 1] to make sure I've gone flat. But, one or the other the Exits will still be a full position (not even partially closed) after well more than 10 1-minute bars have gone by.

Is there a race condition or other problem that may occur when submitting orders on two instruments literally back-to-back? What can I do to guarantee that both orders are submitted and confirmed as received before continuing my strategy?

Thanks!

[NinjaTrader_Josh]

That is because you are submitting both Exit() orders to the same barsInProgress index instead of to the two separate instruments.

[malbeth35]

Ooops! My bad on the original post. I double-checked the code just now, and it uses the correct indices. The post should have read:

f ( exitTrade )
{
ExitLong( 0, 10, "Exit Primary", "Long Primary" );
ExitShort( 1, 10, "Exit Secondary", "Short Secondary" );
}

So, my question still stands.

Also, I running now with the simulator (earlier today was with paper trading on live quotes), and I am getting the same results. It appears to be the second Exit that never fills. And, again, it goes okay on the first round trip, but the second round trip is where it fails.

[NinjaTrader_Josh]

You will need to debug as per these tips then: http://www.ninjatrader-support.com/v...ead.php?t=3627
http://www.ninjatrader-support.com/v...ead.php?t=3418

[malbeth35]

Excellent! Thanks, Josh, that did the trick.

I was using the wrong trade name in one of my exit conditions, so it was unable to match up the entrySignalName I was passing into the Exit... call with the actual entrySignalName.