Order cancelled

[jriverac]

Hello

Today my automated strategy sent an order but it was not executed. I can see in the log that is was cancelled. How can I know what happened?

Regards

Juan

[NinjaTrader_PatrickH]

Hello Juan,

Thank you for your post.

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 place 'ATTN: Patrick - 845559' in the subject line and a reference to this thread in the body of the email: http://www.ninjatrader.com/support/f...ad.php?t=57831

I look forward to assisting you further.

[tb_123]

Hello Juan,

Thank you for your post.

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 place 'ATTN: Patrick - 845559' in the subject line and a reference to this thread in the body of the email: http://www.ninjatrader.com/support/f...ad.php?t=57831

I look forward to assisting you further.

hi juan, patrick....thx for asking this question....my buy/sell limit orders all execute on the bar/price i want them to...then when a new bar is created they get cancelled....

http://screencast.com/t/VTYMGQzO9mE

[tb_123]

hi juan, patrick.....thx for asking the question

.....i have a similar question...my strategy buys/sells on the bar/price i want it too...then it cancelles the order when the market moves on to the next bar...i'm sending limit orders, very close to the market...the price is sometimes hit in the current bar, and gets filled...the price always gets hit on the next bar, but the order is already cancelled.....

http://screencast.com/t/VTYMGQzO9mE

Hello Juan,

Thank you for your post.

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 place 'ATTN: Patrick - 845559' in the subject line and a reference to this thread in the body of the email: http://www.ninjatrader.com/support/f...ad.php?t=57831

I look forward to assisting you further.

[NinjaTrader_PatrickH]

Hello tb_123,

Thank you for your post and welcome to the NinjaTrader Support Forum!

What is the condition that if true places these orders? Please detail the condition in your response.

[tb_123]

http://screencast.com/t/3r7okk37NP

...using CrossAbove() in my conditions sets

[NinjaTrader_PatrickH]

Hello tb_123,

Thank you for your response.

Limit orders will cancel if the condition that submitted them is not true on the next bar. So even though the CrossBelow or Above may have been true one bar ago it was not on the current bar so the limit order was not resubmitted and was cancelled.

Please let me know if you have any questions.

[tb_123]

thx patrick for the quick response!

how do i get it to resubmit the order until it is filled....
ie. create a loop around the limit statement that continues until order is filled
(note: NOT concerned at this time if it the market moves against me...and i need to reverse the order...at this point...based upon market replay data...it will likely fill on the next bar 90+%~ of the time)

[tb_123]

....the details in terms of handling the nested limit order line are to increase my look back variable (ie. ZbarsAgo) everytime we loop through the limit order until the current number of open contracts [...or filled order?] equals my variable "ZnumberOFcontracts"....

....your thoughts and ideas will be greatly appreciated!

[tb_123]

....read similar thread below dated 1-19-2011.....they talk about using the LiveUntilCancelled() routine....perhaps this is a direction to head....

[NinjaTrader_PatrickH]

Hello tb_123,

Thank you for your patience.

You are correct, LiveUntilCancelled will resolve this if set to true. For EnterLongLimie the syntax is the following: EnterLongLimit(int barsInProgressIndex, bool liveUntilCancelled, int quantity, double limitPrice, string signalName)

Please let me know if I may be of further assistance.

[tb_123]

thx patrick.....

i've looked at the BarsInProgress example in the user guide...talks about using a larger size (5min) bar to cover the test for looking back on smaller size (1min) bars...

i want to keep looking at the same historical bar as the market creates new bars (my bars are not time based).....

is BarsInProgress() the direction you would take for now...
if so, what would be the first idea you have in terms of utitlizing it...

[tb_123]

fyi: as i mentioned before...
the first new bar after the current bar will fill the order 90%+~ of the times....

[NinjaTrader_ChelseaB]

Hello tb_123,

Thanks for your note.

I am having difficulty understanding the goal of your inquiry.

By "keep looking at the same historical bars" do you mean that you would like to be able to reference a particular bar that is in the historical data?

Also, using a tick interval on a minute chart would allow you to have logic that processes every tick and every minute. You could then make orders that process on different time frames.

For example, add to the Initialize():
Add(PeriodType.Tick, 1);

And in OnBarUpdate():
if (BarsInProgress == 1)
{
if (Postion.MarketPosition == MarketPosition.Flat && SMA(19)[0] > Closes[1][0])
{
EnterLongLimit(0, true, 1, Highs[0][0], "long1");
}
}

This will use the second data series, the tick series to check to see if the SMA[0] is higher than Close[0]. This means it will be checking every tick to see if the SMA is higher than the close of the tick series. Then it places the order using the primary data series (45 min or whatever the chart is). This means that the limit order will fill once the 45 minute series has the close price hit the limit price. This will mean it will be at least until the next 45 minute bar before the order is placed.


Please let me know what the goal you are trying to accomplish is.

[tb_123]

thx patrick...

(yes, looking to reference the bar where the cross over took place.....)
i'm using 'ranko' type bars....that is why, due to the large range the bar covers, i'm almost always filled on the very next bar after being cancelled from my 'cross above/below' no longer being true....

sounds like a great idea to use multiple time frames (tick) to solve....
...was also looking at BarsPeriod() or BarsPeriods()....