|10-31-2007, 03:53 PM||#1|
Join Date: Jan 2005
Location: , ,
Thanked 0 times in 0 posts
Bug: Order stuck in Pending state with trailing stop.
Using Chart Trader. Patsystems.
This problem has now happened 3 times.
It has only happened when I have attached a Stop strategy to a ATM bracket strategy. ATM Bracket strategy without the Stop strategy has never had a problem.
I have a simple bracket strategy:
Profit target: 12
Stop loss: 6
1 step - Stop loss 8, Freq 1, Profit trigger 4.
When my profit target was hit. The stop order displayed state of Pending. I could not cancel the stop order or move it.
The first time it happened, I call the broker and he said I have no working orders and position is flat though NT was still showing the stop order as Pending. Luckily the market kept moving away from the stop. I exited NT and restarted and order was gone and position was flat.
The 2nd time it happened, I wasnt so lucky. Again after hitting my profit target, the stop order showed Pending. Again I could not cancel it or move it. I exited NT and this time the market came back thru the stop price. When I restarted NT the stop order had filled and I was net short 1. I scrambled and fired a market order to go flat.
The 3rd time it happened again after hitting my profit target, the stop order showed pending and I could not cancel it or move it. Luckily the market kept moving away from the stop order. I exited NT and restarted. The stop order was not there and my position was flat.
This seems like a pretty fundamental bug. As a minimum workaround, It would be nice to somehow tell NT to "resync" with the broker without having to exit and restart NT which seems to force a "resync".
|10-31-2007, 04:00 PM||#2|
NinjaTrader Customer Service
Join Date: Sep 2006
Location: Denver, CO, USA
Thanked 2 times in 2 posts
Thank you for posting and reporting this issue with Pending Cancel transactions.
I would like to further investigate. Can you send me your log file and a time stamp of the trade in question. We can determine from the log as to whether or not NinjaTrader is receiving a cancel message back from Patsystems.
You may send the logs to me manually to support @ ninjatrader dot com and reference this post. To do this, go to Documents (this could be My Documents if on Windows XP) > NinjaTrader 6 > log folder and attach the file with the appropriate day.
NinjaTrader Customer Service
|Thread||Thread Starter||Forum||Replies||Last Post|
|Removing pending/active order tabs from charts||crazyhorse2393||Charting||3||09-07-2007 06:57 AM|
|Order Pending Logic||Oli||Automated Trading||12||04-02-2007 03:13 AM|
|Clarification on Order State Definitions||aspTrader||Automated Trading||1||11-28-2005 05:14 AM|
|Bracket Order + Trailing stop||Baseheadz||ATM Strategies (Discretionary Trading)||16||03-14-2005 03:17 AM|
|OIF - Cancel a Pending Order||underground||Automated Trading||2||03-13-2005 05:35 AM|