Ignored Place Order

[tonynt]

Hello,

I could solve my problems in the script-strategies by debugging with trace orders but there is one issue I can´t find out. There appear so many lines in the output window with the following text every bar:

30.07.2012 14:07:25 Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='L13a' Mode=Ticks Value=10 Currency=0 Simulated=False
30.07.2012 14:07:25 Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='L13b' Mode=Ticks Value=10 Currency=0 Simulated=False
30.07.2012 14:07:25 Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='L13c' Mode=Ticks Value=10 Currency=0 Simulated=False
30.07.2012 14:07:25 Entered internal PlaceOrder() method at 30.07.2012 14:07:25: BarsInProgress=6 Action=Sell OrderType=Market Quantity=1.000 LimitPrice=0 StopPrice=0 SignalName='xL13a' FromEntrySignal='L13a'
30.07.2012 14:07:25 Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=1000 LimitPrice=0 StopPrice=0 SignalName='xL13a' FromEntrySignal='L13a' Reason='This was an exit order but no position exists to exit'


a.) Is this OK maybe that every bar there comes the "Entered internal SetStopTarget..."?

b.) I do not access BarsInProgress=6 in this script-strat. I have defined in the Initialize section always my 10 timeframes (I use 3 of them each strategy depending from conditions)

c.) The exitcondition for first out I have defined simply as
"if (GetCurrentAsk(3) > Position.AvgPrice + 10 * TickSize)"
Should I add something to this to avoid some message?

THANK YOU

Best
Tony

[NinjaTrader_Bertrand]

Hi Tony,

a) yes
b) would suggest to debug then where you work in the BIP == 6; otherwise it would not be listed as used BIP
c) yes if you trigger the exit when you're not in a position you would see the ignore, that's exactly what the traces reflect here.

[tonynt]

Hello Bertrand,

thank you for yor reply!

ad b.) how could I debug to find out when strat works with BIP=6. (I have not defined it in this strategy)

ad. c.) what would you add to avoid this message? How one could do "when Pos1exists and getcurrentask > ........ then exitlong(Pos1)" (if this is the solution)

d.) (new): please, how one can verify if stops for "Position.Quantity" are there and accepted, in same quantity as "Position.Quantity"? not visually in the tab but in the script-strategy (so that my script can bring in a corresponding stop for eg 2nd contract when stops are cancelled with exitlong (1st contract)

Thanks
Tony

Hi Tony,

a) yes
b) would suggest to debug then where you work in the BIP == 6; otherwise it would not be listed as used BIP
c) yes if you trigger the exit when you're not in a position you would see the ignore, that's exactly what the traces reflect here.

[NinjaTrader_Bertrand]

Tony, you would for example print for each of your actions the BarsInProgress and Time[0] timestamp, this way you can understand the call sequence of your series events.

I would add a check to trigger this exit only if in position, so if you're not flat in your strategy positions.

Stops can be checked for their statuses in the OnOrderUpdate() - if you're using the Set methods that do not offer native IOrder object returns, then please use the techniques from this reference -

http://www.ninjatrader.com/support/forum/showthread.php?t=5790

[tonynt]

Bertrand,

thank you. I know how to check if marketposition.flat. But how to check if a certain position/entry is flat or not?

Thanks
Tony

Tony, you would for example print for each of your actions the BarsInProgress and Time[0] timestamp, this way you can understand the call sequence of your series events.

I would add a check to trigger this exit only if in position, so if you're not flat in your strategy positions.

Stops can be checked for their statuses in the OnOrderUpdate() - if you're using the Set methods that do not offer native IOrder object returns, then please use the techniques from this reference -

http://www.ninjatrader.com/support/f...ead.php?t=5790

[NinjaTrader_Bertrand]

Tony, you would then need to work with the IOrder objects to get access to those details. Without those you would get access only to the complete strategy position, which would not split up per entry signal used. If both have the same qty's for example though you could discern that one is flat for example if you see a long position still but only with qty == x.

[tonynt]

When I understand right then an idea could be to work with different quantities each entry of a trade when scaling in (?). How could one check then if a certain entry is flat? Or does this work also only with Iorder?

Thanks
Tony

Tony, you would then need to work with the IOrder objects to get access to those details. Without those you would get access only to the complete strategy position, which would not split up per entry signal used. If both have the same qty's for example though you could discern that one is flat for example if you see a long position still but only with qty == x.

[NinjaTrader_Bertrand]

Tony, the call to Position Quantity is for your complete strategy position, for quantities for a single order /. execution you would look into working with the IOrder objects.