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Strategy Order #'s incorrect

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    Strategy Order #'s incorrect

    NT6 B11 Sim mode, testing a strategy. Strategy buys/sells 10 contracts with profit target of 50 and trailing stop of 5. Strategy triggered as expected, bought 10. Stops were placed correctly, butthe limit order(s) were for only 9 contracts. When stop was hit, only 9 contracts were filled, 1 stop was cancelled leaving me with an open contract with no stop or target anymore.
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    #2
    imported post

    Orders will be cancelled as a bar closes if the signal is not "confirmed" by your strategy. Likely your strategy did not resend the stop signal as a partial fill comes in which causes NT to cancel out the stop order.

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      #3
      imported post

      Also: please check out the TraceOrders feature which helps you tracking NinjaScript internal order management. http://www.ninjatrader-support.com/H...helpguide.html

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        #4
        imported post

        I guess I'm not sure what it means to "confirm" the signal in my strategy.

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          #5
          imported post

          EnterLong, ExitShort etc. need to be called on every bar as long as an entry or exit signal is active. If you don't call these methods on a prticular bar, existing orders, which where palced by these signals, will be cancelled as this bar closes.

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            #6
            imported post

            This is a very simple strategy I built with the strategy builder, I didn't even unlock the code. Isn't that confirmation done automatically? If not, any strategy built using the wizard would not work.

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              #7
              imported post

              Hmm .. ok let's try something different.

              I suppose you are on NT6B11, no?

              Can you please
              - send me your trace and log files to "dierk AT ninjatrader DOT com"
              - which instrument was this?
              - what was the timestamp on when this happened?

              Thanks

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                #8
                imported post

                Info sent as requested... please see JPG attached on original post.

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                  #9
                  imported post

                  Info sent as requested... please see JPG attached on original post.

                  Comment

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