ExitShort / ExitLong Not Exiting

[Ari Gold]

I have my script entering with X quantity - if something happens, it exits X quantity, no problem.

If something else happens, it only exits x/2 quantity. OK, still no problem.

Then, when this same x/2 trigger happens again, it will not exit the other x/2 quantity and leave me flat. My output screen shows that the command was called, but NT does nothing. I tried calling an additional command ExitShort/Long() with no quantity mentioned - thinking I may have a problem with my variable, but it still doesn't execute. Something is blocking this order from being received by NT. Any thoughts?

If I let it continue to run, many bars later it will exit and re-enter at the same time. Weird.

[NinjaTrader_Dierk]

Please debug your strategy as per here to see what's going on: http://www.ninjatrader-support.com/v...ead.php?t=3627

[Ari Gold]

Thanks for the help -

Here's my log:

Last Bar was Green
7/17/2008 12:47:00 PM Entered internal PlaceOrder() method at 7/17/2008 12:47:00 PM: Action=BuyToCover OrderType=Market Quantity=0.1M LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal=''
7/17/2008 12:47:00 PM Ignored PlaceOrder() method: Action=BuyToCover OrderType=Market Quantity=100000 LimitPrice=0 StopPrice=0 SignalName=Buy to cover' FromEntrySignal='' Reason='There already is a matching, terminal exit order in place'
Getting out Short SH
106.68
2nd Short SH, all out
7/17/2008 12:47:00 PM Entered internal PlaceOrder() method at 7/17/2008 12:47:00 PM: Action=BuyToCover OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal=''
7/17/2008 12:47:00 PM Ignored PlaceOrder() method: Action=BuyToCover OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName=Buy to cover' FromEntrySignal='' Reason='There already is a matching, terminal exit order in place'
106.68

The first try was my original code, and the second was the extra code I added. Looks like they are both working, but I don't understand the reason why it won't be executed. There are no pending orders listed in the control center and I did not code any other weird exits.

[Ari Gold]

Later, it does get out, but only when my script is telling it to re-buy. Here is the log.

7/17/2008 12:51:44 PM Entered internal PlaceOrder() method at 7/17/2008 12:51:44 PM: Action=Buy OrderType=Market Quantity=0.2M LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal=''
Got in Long, x = 0
106.72
106.68
7/17/2008 12:52:00 PM
7/17/2008 12:51:45 PM Cancelled remaining exit order: Order='52f9779e65dc4bacb4bfbd664f5366c2/Sim101' Name='Close position' State=Filled Instrument='$USDJPY' Action=BuyToCover Limit price=0 Stop price=0 Quantity=0.1M Strategy='Pipper' Type=Market Tif=Gtc Oco='' Filled=100000 Fill price=106.72 Token='52f9779e65dc4bacb4bfbd664f5366c2' Gtd='12/1/2099 12:00:00 AM'
7/17/2008 12:51:45 PM Cancelled remaining exit order: Order='f511e7f0a30d4f5aa9cb9174fb1a5e81/Sim101' Name='Buy to cover' State=Filled Instrument='$USDJPY' Action=BuyToCover Limit price=0 Stop price=0 Quantity=0.1M Strategy='Pipper' Type=Market Tif=Gtc Oco='' Filled=100000 Fill price=106.7 Token='f511e7f0a30d4f5aa9cb9174fb1a5e81' Gtd='12/1/2099 12:00:00 AM'
FirstTick

[NinjaTrader_Ray]

See near bottom of page "Internal Order Handling...."

http://www.ninjatrader-support.com/HelpGuideV6/Overview36.html

[Ari Gold]

All my orders are market orders and I do not have any Set commands, no stop losses, so the internal order handling rules don't seem applicable.

It seems there are hidden pending orders somewhere - how can I see where they are so that I can track where they came from?

[NinjaTrader_Ray]

Will come back to you.

[NinjaTrader_JoshP]

Hi Ari Gold,

The solution is to use two uniquely named entry signals. You would use a blank fromEntrySignal parameter if you wish to exit the whole position or you can call the various signal names to exit in portions.

[Ari Gold]

Thank You Josh!

Looks like it's fixed - now to try it on real data next week...