• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Profit target order being ignored

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

    Profit target order being ignored

    I am periodically getting an error from NinjaTrader saying that a limit order is being ignored.

    Here are the conditions and trace that illustrate the issue.

    I had a first profit target set at 1875.5 for 3 contracts and it filled:

    ******************* Time: 4/1/2014 3:16:00 PM OnPositionUpdate: Instrument='ES 06-14' Account='Replay101' Avg price=1874.75 Quantity=5 Market position=Long
    ******************* Time: 4/1/2014 3:19:00 PM OnOrderUpdate: Order='8076b9e7f17647d8b8f116743b59068d/Replay101' Name='Profit Target' State=PartFilled Instrument='ES 06-14' Action=Sell Limit price=1875.5 Stop price=0 Quantity=3 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=2 Fill price=1875.5 Token='8076b9e7f17647d8b8f116743b59068d' Gtd='1/1/0001 12:00:00 AM'
    ******************* Time: 4/1/2014 3:19:00 PM OnExecution: Execution='86ad09138c9949f2a1fa4fdb1119deb6' Instrument='ES 06-14' Account='Replay101' Name='Profit Target' Exchange=Default Price=1875.5 Quantity=2 Market position=Short Commission=0 Order='8076b9e7f17647d8b8f116743b59068d' Time='4/1/2014 3:18:34 PM'
    TARGET execution received
    TARGET PARTIAL FILL
    targetOrder: Order='8076b9e7f17647d8b8f116743b59068d/Replay101' Name='Profit Target' State=PartFilled Instrument='ES 06-14' Action=Sell Limit price=1875.5 Stop price=0 Quantity=3 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=2 Fill price=1875.5 Token='8076b9e7f17647d8b8f116743b59068d' Gtd='1/1/0001 12:00:00 AM'
    ******************* Time: 4/1/2014 3:19:00 PM OnPositionUpdate: Instrument='ES 06-14' Account='Replay101' Avg price=1874.75 Quantity=3 Market position=Long
    ******************* Time: 4/1/2014 3:19:00 PM OnOrderUpdate: Order='8076b9e7f17647d8b8f116743b59068d/Replay101' Name='Profit Target' State=Filled Instrument='ES 06-14' Action=Sell Limit price=1875.5 Stop price=0 Quantity=3 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=3 Fill price=1875.5 Token='8076b9e7f17647d8b8f116743b59068d' Gtd='1/1/0001 12:00:00 AM'
    ******************* Time: 4/1/2014 3:19:00 PM OnExecution: Execution='7330127fc3cb45a3a220e6350b0d0b58' Instrument='ES 06-14' Account='Replay101' Name='Profit Target' Exchange=Default Price=1875.5 Quantity=1 Market position=Short Commission=0 Order='8076b9e7f17647d8b8f116743b59068d' Time='4/1/2014 3:18:35 PM'
    TARGET execution received
    TARGET COMPLETELY FILLED
    targetOrder: Order='8076b9e7f17647d8b8f116743b59068d/Replay101' Name='Profit Target' State=Filled Instrument='ES 06-14' Action=Sell Limit price=1875.5 Stop price=0 Quantity=3 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=3 Fill price=1875.5 Token='8076b9e7f17647d8b8f116743b59068d' Gtd='1/1/0001 12:00:00 AM'

    Now I set another profit target at 1876.5 for 1 contract:

    SETTING TARGET (3 ticks, 1 quantity) STOP LOSS (3 ticks, 2 quantity) Current Fill Price: 1875.5
    4/1/2014 3:18:35 PM Entered internal PlaceOrder() method at 4/1/2014 3:18:35 PM: BarsInProgress=0 Action=Sell OrderType=Stop Quantity=2 LimitPrice=0 StopPrice=1874.75 SignalName='Profit Stop' FromEntrySignal='Tigger setup on 1 Minute'
    4/1/2014 3:18:35 PM Entered internal PlaceOrder() method at 4/1/2014 3:18:35 PM: BarsInProgress=0 Action=Sell OrderType=Limit Quantity=1 LimitPrice=1876.25 StopPrice=0 SignalName='Profit Target' FromEntrySignal='Tigger setup on 1 Minute'
    4/1/2014 3:18:35 PM Ignored PlaceOrder() method: Action=Sell OrderType=Limit Quantity=1 LimitPrice=1876.25 StopPrice=0 SignalName=Profit Target' FromEntrySignal='Tigger setup on 1 Minute' Reason='There already is a matching, filled exit order in place'

    But Ninja says it is ignoring this new profit target because it says there is another "matching, filled exit order in place." I did not have a limit order set at 1876.5. What does this mean and why is this order being ignored? I am using managed Enters() and Exit() methods.

    #2
    Hello risingfire,

    Thank you for your note.

    Would you be able to send me your strategy so that I can test this on my end?
    Cal H.NinjaTrader Customer Service

    Comment


      #3
      Sure; I can export it. Can I PM it to you in some way?

      Comment


        #4
        Hello,

        Thank you for your response.

        Please send the file to support[at]ninjatrader[dot]com with 'ATTN: Patrick - 1102252' in the subject line and a reference to this thread in the body of the e-mail: http://www.ninjatrader.com/support/f...ad.php?t=67115
        Patrick H.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by yeshujbp, 07-21-2019, 02:40 PM
        2 responses
        32 views
        0 likes
        Last Post omololu
        by omololu
         
        Started by seagraph, Yesterday, 03:27 PM
        1 response
        24 views
        0 likes
        Last Post NinjaTrader_Jesse  
        Started by NinjaCustomer, Today, 09:37 AM
        1 response
        8 views
        0 likes
        Last Post NinjaTrader_DrewO  
        Started by stalt, Today, 07:52 AM
        6 responses
        16 views
        0 likes
        Last Post stalt
        by stalt
         
        Started by im197, 07-30-2019, 12:29 PM
        2 responses
        10 views
        0 likes
        Last Post NinjaTrader_Jesse  
        Working...
        X