ExitLongLimit is ignored.

[istavnit]

ExitLongLimit(823.15);
this command is ignored while the following is true:
- I have a long position
- No other outstanding orders
- In market replay mode
- This is triggered within a OnMarketData where marketdatatype is last.

[NinjaTrader_JoshP]

istavnit,

I suspect it is likely not ignored, but rather expired. Please confirm what is happening with your order through the use of TraceOrders = true. http://www.ninjatrader-support2.com/...ead.php?t=3627

[istavnit]

Trace on Update

3/26/2009 10:54:59 AM Ignored PlaceOrder() method: Action=Sell OrderType=Limit Quantity=0 LimitPrice=820.50 StopPrice=0 SignalName=Sell' FromEntrySignal='' Reason='There already is a matching order with same prices and quantity'
3/26/2009 10:55:00 AM Cancelled expired order: BarsInProgress=0: Order='36f8b035f9ad4455b871e641607df4f4/Replay101' Name='Sell' State=Working Instrument='ES 06-09' Action=Sell Limit price=820.5 Stop price=0 Quantity=1 Strategy='RetracementBols' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='36f8b035f9ad4455b871e641607df4f4' Gtd='12/1/2099 12:00:00 AM'
3/26/2009 10:55:00 AM Entered internal PlaceOrder() method at 3/26/2009 10:55:00 AM: Action=Sell OrderType=Limit Quantity=0 LimitPrice=820.50 StopPrice=0 SignalName='' FromEntrySignal=''
3/26/2009 10:55:00 AM Ignored PlaceOrder() method: Action=Sell OrderType=Limit Quantity=0 LimitPrice=820.50 StopPrice=0 SignalName=Sell' FromEntrySignal='' Reason='There already is a matching, terminal exit order in place'
3/26/2009 10:55:00 AM Entered internal PlaceOrder() method at 3/26/2009 10:55:00 AM: Action=Sell OrderType=Limit Quantity=0 LimitPrice=820.50 StopPrice=0 SignalName='' FromEntrySignal=''
3/26/2009 10:55:00 AM Ignored PlaceOrder() method: Action=Sell OrderType=Limit Quantity=0 LimitPrice=820.50 StopPrice=0 SignalName=Sell' FromEntrySignal='' Reason='There already is a matching, terminal exit order in place'
[
3/26/2009 10:55:00 AM Entered internal PlaceOrder() method at 3/26/2009 10:55:00 AM: Action=Sell OrderType=Limit Quantity=0 LimitPrice=820.50 StopPrice=0 SignalName='' FromEntrySignal=''
3/26/2009 10:55:00 AM Ignored PlaceOrder() method: Action=Sell OrderType=Limit Quantity=0 LimitPrice=820.50 StopPrice=0 SignalName=Sell' FromEntrySignal='' Reason='There already is a matching, terminal exit order in place'
]
[] this part repeats infinitely even though there is no active order displayed and it is not getting filled even as price penetrates 820.5

[NinjaTrader_JoshP]

istavnit,

You will need to provide more background information. If this order is part of a scale-out strategy you need to actually scale-in before you can do that or else you will get the message you have here.

[istavnit]

Josh
you have correctly guessed 1st time around that order expired on a bar change. I have since updated my code to place a GTC orders.

So it appears you can not resubmit orders that canceled out because of bar change?

seems a little odd.
Thanks

[NinjaTrader_JoshP]

istavnit,

Could very well be the case. I suggest you keep it alive instead of letting it expire. Once expired, you will not be able to resubmit against that signal name.