Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

strategy doesn't enter trade

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    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?

    Comment


      #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?

      Comment


        #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

        Comment


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

          Comment


            #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

            Comment

            Latest Posts

            Collapse

            Topics Statistics Last Post
            Started by Stanfillirenfro, Yesterday, 09:19 AM
            7 responses
            51 views
            0 likes
            Last Post NinjaTrader_Gaby  
            Started by TraderCro, 04-12-2024, 11:36 AM
            4 responses
            69 views
            0 likes
            Last Post Mindset
            by Mindset
             
            Started by Mindset, Yesterday, 02:04 AM
            1 response
            15 views
            0 likes
            Last Post Mindset
            by Mindset
             
            Started by agclub, 04-21-2024, 08:57 PM
            4 responses
            18 views
            0 likes
            Last Post NinjaTrader_Gaby  
            Started by Irukandji, Today, 04:58 AM
            0 responses
            6 views
            0 likes
            Last Post Irukandji  
            Working...
            X