"Cancel strategy orders on strategy termination"

heech · 10-19-2010, 04:13 PM

Hi,

I'm working through some issues in my new code... I'm not sure exactly what I'm looking for yet.

But first, I've noticed that "cancel strategy orders on strategy termination" doesn't seem to work with orders submitted on secondary bars. Just add a second Bar, place a order on both, and then terminate the strategy. Order on the primary/original bar is canceled, but not the other orders.

Is this known behavior? Any suggestion for getting around it?

NinjaTrader_RyanM · 10-19-2010, 04:35 PM

Hello Heech,

It's working OK here on latest NinjaTrader 7 beta 22. What version are you testing this on?

heech · 10-19-2010, 04:43 PM

Sorry, should've mentioned. I'm still on 6.5.1000.17.

NinjaTrader_RyanM · 10-19-2010, 05:18 PM

Hi Heech,

I can see the same thing in version 6.5

Using the same script everything works as expected - both orders are cancelled.

Unfortunately this isn't something that's likely to be resolved in 6.5, but should work for you in version 7.

10-19-2010, 04:13 PM	#1
heech Senior Member Join Date: Nov 2008 Posts: 576 Thanks: 0 Thanked 1 time in 1 post	"Cancel strategy orders on strategy termination" Hi, I'm working through some issues in my new code... I'm not sure exactly what I'm looking for yet. But first, I've noticed that "cancel strategy orders on strategy termination" doesn't seem to work with orders submitted on secondary bars. Just add a second Bar, place a order on both, and then terminate the strategy. Order on the primary/original bar is canceled, but not the other orders. Is this known behavior? Any suggestion for getting around it?
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10-19-2010, 04:35 PM	#2
NinjaTrader_RyanM NinjaTrader Customer Service Join Date: Sep 2009 Location: Denver, CO Posts: 8,117 Thanks: 249 Thanked 418 times in 415 posts	Hello Heech, It's working OK here on latest NinjaTrader 7 beta 22. What version are you testing this on? Ryan M NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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10-19-2010, 04:43 PM	#3
heech Senior Member Join Date: Nov 2008 Posts: 576 Thanks: 0 Thanked 1 time in 1 post	Sorry, should've mentioned. I'm still on 6.5.1000.17.
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10-19-2010, 05:18 PM	#4
NinjaTrader_RyanM NinjaTrader Customer Service Join Date: Sep 2009 Location: Denver, CO Posts: 8,117 Thanks: 249 Thanked 418 times in 415 posts	Hi Heech, I can see the same thing in version 6.5 Using the same script everything works as expected - both orders are cancelled. Unfortunately this isn't something that's likely to be resolved in 6.5, but should work for you in version 7. Ryan M NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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