Automation-Orders not filled.

[Zardoz]

This questions is for all the TradeStation programmers out there. If a strategy implements a limit order and the order is not filled in one bar the order dies automatically. In fact if you look at your chart with the strategyyou will not even see an attempt at an order. If Ninja Automation is set up however the limit order is placed on Ninja and will wait there indefinitely. Your strategy will see the the order dead after that one bar but Ninja will keep the order and shortly you can have a mess on your hands. Has anyone found a good way to prevent this?

Thanks



Z

[NinjaTrader_Ray]

imported post

If your limit order is not submitted on the next bar, TradeStation cancels the order. If you have completely set up the Email Interface between TradeStation and NinjaTrader, TradeStation will issue an order cancellation notification email which NinjaTrader intercepts and cancels the pending limit order.

Ray

[NinjaTrader_Ray]

imported post

I should have added:

If you are using the DLLinterface, then you have to take care of cancelling the order by calling the NT cancel order function from within your EL strategy.

Ray