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Stop order state?

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    #31
    Okay, in an attempt to find a solution that works (and I really am discouraged there are so many attempts that failed)...

    I'm making attempt #3, and it seems to be working for now. I've turned to using the version of ExitLongStop that uses liveUntilCancelled. And it's now working, in the sense that at the very least I get the stop order I'm looking for.

    But this doesn't really solve the bigger question of OnBarUpdate() not being called in real time from a chart for time frames that I add, other than the primary time frame. Am I misinterpreting how multi-time frame code is supposed to function? (And how it actually functions in backtesting?)

    EDIT: I've put together another dummy strategy with 30 minute bars, and confirmed that it *does* fire in real time with other time frames. So, whatever I'm doing... it's particular to me. I have no idea what the problem is, but it's back to the drawing board.

    EDIT2: Okay, it looks like even my strategy is firing on all timeframes! I'm back to being baffled about stop order failure before... but whatever, for now, I'm sticking with "liveuntilcancelled".
    Last edited by heech; 11-25-2008, 01:40 PM.

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      #32
      heech,

      If you look at your logs they aren't even the same order. You kept alive an order of price 13.13. The stop order that was cancelled was of price 13.125. Please ensure you are keeping the correct order active.
      Josh P.NinjaTrader Customer Service

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        #33
        Originally posted by NinjaTrader_Josh View Post
        heech,

        If you look at your logs they aren't even the same order. You kept alive an order of price 13.13. The stop order that was cancelled was of price 13.125. Please ensure you are keeping the correct order active.
        Josh,

        I'm sure it's the same order, I use the same (static) number in all of my calls. It's probably just a rounding thing used within your internal place order call.

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          #34
          Unfortunately I cannot assist you furtherwithout seeing stripped down, simple as possible code, but your liveUntilCancelled approach will work just fine.
          Josh P.NinjaTrader Customer Service

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            #35
            Originally posted by NinjaTrader_Josh View Post
            Unfortunately I cannot assist you furtherwithout seeing stripped down, simple as possible code, but your liveUntilCancelled approach will work just fine.
            I have a feeling I really need to get back to using the simulated stop. I feel like I'm getting nailed on my stop position every time... and then the stock bounces right back up. Might be the broker screwing me.

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              #36
              heech,

              Unfortunately I have expressed all the various options available to you already. You will need to choose which one works best for you.
              Josh P.NinjaTrader Customer Service

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