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strategy doesn't enter trade

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    strategy doesn't enter trade

    i have built a strategy with the wizard, with a set of conditions. if the conditions are met, the strategy will print an up or down arrow on the chart AND enter a short or long stop order. the order syntax in the wizard is the following: "EnterLongStop(DefaultQuantity, High[1]+20*TickSize,"buy"". the arrow and order are on the same set. i can see on my chart a lot of arrows, but only a few orders. the strategy is set to GTC. why is it that i have more arrows then orders if they are triggered by the same signal?

    #2
    Originally posted by tubular2000 View Post
    i have built a strategy with the wizard, with a set of conditions. if the conditions are met, the strategy will print an up or down arrow on the chart AND enter a short or long stop order. the order syntax in the wizard is the following: "EnterLongStop(DefaultQuantity, High[1]+20*TickSize,"buy"". the arrow and order are on the same set. i can see on my chart a lot of arrows, but only a few orders. the strategy is set to GTC. why is it that i have more arrows then orders if they are triggered by the same signal?
    What are the errors in your log about orders ignored because the price is invalid?

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      #3
      i have run a backtest with this strategy and on the order tab i can see that all the trades are open, but most of them end up being cancelled. i'm not sure, but it looks like if the stop order is not filled on the next bar, it is cancelled?

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        #4
        Correct, per default those orders would expire on the next bar in the managed approach.

        You would either need to resubmit them if not filled or use the more advanced overload allowing you to set the liveUntilCancelled parameter.

        BertrandNinjaTrader Customer Service

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          #5
          is there a way to use the liveuntilcancelled argument in the wizard or do i have to unlock the code?

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            #6
            Originally posted by tubular2000 View Post
            is there a way to use the liveuntilcancelled argument in the wizard or do i have to unlock the code?
            It would need to be done by unlocking the code and then editing in the advanced overload for your orders.
            BertrandNinjaTrader Customer Service

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