order rejected unexperienced before

[nicknamed]

Dear support,
I have been trading this strategy 3 months on last year ETFs and since May 2011 on several futures contracts like ES,ZN,ZB, 6E, CL, and I think I already debugged all possible problems, but as I struggle with DX and SB contracts to execute trades on ICE (I have to speak with Bret) I am starting to have problems with TF contract. DO you have an idea where could be this problem and how to avoid it?

12/29/2011 11:27 PM Strategy Strategy 'EriaV02F03MRD_Long/eeb74d9e0a4743d4ac45c8bc6ab83003' submitted an order that generated the following error 'OrderRejected'. Strategy has sent cancel requests, attempted to close the position and terminated itself. 12/29/2011 11:27 PM Order Trading Technologies - Velocity, From Gateway: EX: GTCs must be submitted as limit or stop limit orders. affected Order: Buy 1 Market
Is it just that if I am using exit on close true to set all orders as daily orders? - but that might be a problem on currencies where trading sessions do not end in one single day but the next one....
Thank you
N.

[NinjaTrader_AdamP]

nicknamed,

You may be running into issues like this : http://www.ninjatrader.com/support/h..._positions.htm

Here is a thread on this : http://www.ninjatrader.com/support/f...ad.php?t=42827

Please let me know if I may assist further.

[nicknamed]

but I am and never was using sync account position, please note that this strategy is working on many other assets for few months. and this is the first occurence of such error.

[NinjaTrader_RyanM1]

Hi Nicknamed,

It looks like this is the rejection message:
From Gateway: EX: GTCs must be submitted as limit or stop limit orders. affected Order: Buy 1 Market

This means you need to change the TimeOnForce on your strategy to Day.

If you need a combination of Day/GTC, please see this post for the recommended workaround:

http://www.ninjatrader.com/support/forum/showpost.php?p=247221&postcount=10

[nicknamed]

What is From Gateway: EX?
I see the problem could be this: order was placed on a different day than was id of the session (session was for the very next day already as I am running TF not on default Ipe Europe Futures but on CME US Index Futures ETH, the data are there, so it should work I guess). It was the same day physically, so it should work, but it did not as it was placed in the next session day....so solving this problem by updating same day order is not good for me as...is it same session "day" or same "physical" day?
N.

[NinjaTrader_RyanM1]

I'm not sure about any messages other than the one posted. Please send me your log and trace files for today so that I may look into what occurred.

You can do this by going to the Control Center-> Help-> Mail to Support.

Please reference the following ticket number in the body of the email: 588040

[nicknamed]

Ryan, I have sent you email quite a few days ago with reference number with log and trace files, have you received it?

[NinjaTrader_Matthew]

Hello,

I responded to your email when these files were received on behalf or Ryan Millard.

Can you please clarify how you have the TIF set when you placed this order? Did you set the TIF from the code or from the Strategy properties? Was this set to day or gtc?

I look forward to assisting you further.

[nicknamed]

the code

Hellow Matthew, here is the problem code, please find the TIF related parts yourself as I am not sure what you mean. the key indicator I developed is not included so you cannot run the strategy (for trading without it is completely useless, but that is not what I need help with, right...).
Thank you...
N.

Matthew, I will send you the cs file in email to email...

[NinjaTrader_Matthew]

Thank you. I have responded to your email.

[nicknamed]

Matt, i have not received any email from you, the only emails I have from NT is the robot-generated one and the one informing me about your post here on the forum (that you have sent me email). can you please use email deleted?

[nicknamed]

Thank you. I have responded to your email.

Matthew, please send that email again, I have never received it since...In other words I have sent you log and trace files and got no response since then.
N.