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A rare problem with a specific order.

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    A rare problem with a specific order.

    Hello,

    I was developing a simple trading strategy with NinjaScrith for trading in the future CAC 40.
    The code of Ninja is the following:
    ( You can see the screen shot of my strategy in the next file)
    The strategy works very well in Back Test, but i have a rare problem when i running it in real time.

    The strategy sends the entry order well and when the order is executed then... ( my stop loss ) is placed ok.
    But if the strategy has a position = 1 at 18:45:00 then the order be cancel.

    I am running the strategy in a chart of 10 minutes.
    This is rare rare rare true ?
    I am writing from Europe ( Spain), and i am running this strategy in another markets ( usa) and i have no this problem.

    Why this happend to me ?
    Sorry for my bad english , I am learning slowly

    Thanks for your time.
    Attached Files

    #2
    There could be several issues -

    - Could the order be cancelled due to "Exit on close" parameter being true when running a strategy?
    - Since its a very specific time, could the exchange be closing at that time and your broker is automatically cancelling the order due to a DAY time in force?
    RayNinjaTrader Customer Service

    Comment


      #3
      Ray say :

      - Could the order be cancelled due to "Exit on close" parameter being true when running a strategy?

      No, because the trading day for future cac40 ends at 20:00 o clock and i think that this set up is correct in my configuration.

      Ray say:
      - Since its a very specific time, could the exchange be closing at that time and your broker is automatically cancelling the order due to a DAY time in force?


      May be... i am trading with Interactive Brokers.
      Should i to change the time force in my strategy for Gtc?

      Thanks for your time

      Comment


        #4
        Yes, try to change to GTC.
        RayNinjaTrader Customer Service

        Comment


          #5
          Ray say:

          - Since its a very specific time, could the exchange be closing at that time and your broker is automatically cancelling the order due to a DAY time in force?

          It was for this !.
          I changed the state of the order and all works ok.
          I did not know that the end of day for this order was at 18:45 in Europe .
          Thanks very much !

          Regards

          Comment


            #6
            Excellent! Thanks for reporting back.
            RayNinjaTrader Customer Service

            Comment

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