Stop order is being cancelled that is unrelated

[NinjaTrader_JoshP]

ahagger,

I ran your strategy through historical chart of the TF, no luck. Also, your strategy has a lot of parts to it. Is there anyway you can simplify it down to just the bare essentials. Literally just place only the necessary orders to reproduce once and nothing else? Thank you.

[ahagger]

Hi Josh, I mentioned previously that it works fine on historical data. The issue is with realtime data and from what I can work out the way the 1st entry order (2 contracts) is filled which probably flows on to the timing of when the related stop and target orders are placed by NT. The timing is evident in the trace orders output in a previous post (hopefully replay data has an issue as well which I will try when I can record some)

I'm not sure how I can simplify the script any more because all the orders are needed to demonstrate the problem.

Because it works fine with historical data I can't pinpoint a particular entry because I don't know how NT is going to fill an order with realtime data. Maybe the replay data will prove helpful with isolating a particular entry. The strategy I created for you was to provide lots of possible examples by taking frequent trades. Lower liquidity contracts such as TF and NQ have been more problematic than the ES because often the 1st entry order is filled completely with the ES.

[NinjaTrader_Ben]

Hello,

I am sorry, Josh will need to reply to this after the weekend.

[NinjaTrader_JoshP]

ahagger,

If you have a replay file that you know produces an example we would love to take a look at it. Thank you.

[ahagger]

Josh,

Are you able to explain why the EntryOrder2 is filled before EntryOrder1 is finished being filled? I would have thought EntryOrder1 is first in the queue so it should be completely filled before EntryOrder2 is filled. The trace orders and Executions output in previous posts demonstrate this happening.

[NinjaTrader_JoshP]

ahagger,

There is no guarantee which order gets filled first. Whatever happens is due to market dynamics. Just because you submitted it first does not mean it will be guaranteed to fill first. Again, we will need your replay file before we can proceed. As of currently I am unable to reproduce.