EnterLongLimit, EnterLongStopMarket ignored in OnOrderUpdate?

[Lord Devil]

Ok thanks for the info, I'll try that approach.

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

It looks like you are using OnOrderUpdate, there is a note about this scenario in the OnOrderUpdate help guide entry. Mainly if you want to drive order logic based on Fills,you would instead need to use OnExecutionUpdate

http://ninjatrader.com/support/helpGuides/nt8/en-us/onorderupdate.htm?zoom_highlightsub=OnOrderUpdate

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

I look forward to being of further assistance.

[Lord Devil]

Hello,

In latest NT8 (RC2) I have a problem placing the correct exit orders for my strategy.

The problem is that once an order is filled, I want to place the corresponding Exit Orders for a Target and a Stop using ExitLongLimit, ExitLongStopMarket. It seems like that NT8 is completly ignoring those orders on live/simulation strategies - however it is honoring the exits on backtesting...

In order to reproduce I created a simply modification to the SampleMAStrategy. Just take the code below and do a simulation. You will see that NT8 completly ignores the Exit Orders once filled.

protected override void OnBarUpdate()
{
  if (CurrentBar < BarsRequiredToTrade)
    return;

  if (CrossAbove(smaFast, smaSlow, 1))
	EnterLong();
}
		
protected override void OnOrderUpdate(Cbi.Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, Cbi.OrderState orderState, DateTime time, Cbi.ErrorCode error, string comment)
{
	if(orderState==OrderState.Filled)
	{
		ExitLongLimit(0,true,1,limitPrice+10*TickSize,"Exit TP2","long2");
		ExitLongStopMarket(0,true,1,limitPrice-10*TickSize,"Exit SL2","long2");
	}
}

Am I doing something wrong here or is this a bug - in NT7 that works.

Kind regards,
Oliver