• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

issues with stop limit orders

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    issues with stop limit orders

    I am having the following issue.

    I user enterlongstoplimit and entershortstoplimit orders. I'm getting the following errors. I believe it happens when the stop portion of the order gets hit, but the limit doesn't and my strategy tries to reset the order. (with MBT).


    Strategy 'RegressionStop' submitted an order that generated the following error 'UnableToChangeOrder'. Strategy has sent cancel requests
    Replace rejected for reason: General Order Replace Error Affected Order: Buy 1 StopLimit @ 12230 x 12224


    For the error above, if the price touches 12230, it sets a limit order at 12224. The limit order isn't filled and my strategy tries to reset the stop and limit amounts to different values.

    Is this a bug, or am I doing something wrong? Would it be possible to have a "simulated" value for stoplimitorders where the stop portion would be simulated and if touched would just send a limit order?

    -Erik
    Last edited by woodside; 02-11-2008, 02:54 PM.

    #2
    Could you send via Help > Mail To Support a message and include in the subject "For Dierk" and reference this post.

    We will check into this. Thanks.
    RayNinjaTrader Customer Service

    Comment


      #3
      Email sent.

      I had the same strategy running on an account at MBT and an account at IB, the strategy on MBT errored and quit, the IB one placed the order and completed properly.

      -Erik

      Comment


        #4
        Apparently this is an issue with MBT with no workaround other than not using stoplimit orders or managing orders manually with 6.5 order handling.

        I requested to Dierk that a "simulated" value gets added to the stoplimit orders where the stop is simulated via NT, then just regular limit orders get sent.

        Just updating this thread in case anyone else comes across this issue.

        This is an MBT issue, the strategy works fine on IB.

        -Erik

        Comment


          #5
          Potential work arounds:
          - use stop market instead of stop limit
          - turn off strategy error handling and apply custom handling for order status events
          DierkNinjaTrader Customer Service

          Comment

          Latest Posts

          Collapse

          Topics Statistics Last Post
          Started by Newtrader101, Today, 10:31 AM
          0 responses
          3 views
          0 likes
          Last Post Newtrader101  
          Started by rwilliam, Yesterday, 03:55 PM
          1 response
          6 views
          0 likes
          Last Post NinjaTrader_ChrisL  
          Started by RandanAL, Today, 09:05 AM
          0 responses
          4 views
          0 likes
          Last Post RandanAL  
          Started by cstern71, 09-02-2019, 10:30 AM
          4 responses
          63 views
          0 likes
          Last Post Lancer
          by Lancer
           
          Started by Hanstanz, Today, 04:44 AM
          0 responses
          11 views
          0 likes
          Last Post Hanstanz  
          Working...
          X