quote a level of book

[kantkant2]

Hi,
I have made a simple strategy test that put a stop (limit) order at current bid (ask) + x ticks, to stay in a certain level of a book.
Obviously any orders is modified at every modification of bid/ask.
the quotes work well, but I have same issue and question:

1) in many cases, after long time that an order is on market the strategy loses its control and the order is in a pendingSubmit status. Why?

2) when market is too fast and an order is filled, the strategy send me a error message, and lost a control of position, I have to close it in manual mode. How can I handle the position in this kind of strategy?

3) there is a mode to use a sort of timer to move the order (example move the order x second after a bid modification)?

thanks for all NT support

[NinjaTrader_CalH]

Hello Kantkant2,

Thank you for your post.

I would try using TraceOrders = true; to see what is happening to the orders when they are being moved around-
http://www.ninjatrader.com/support/h...raceorders.htm

What is the error message that you are receiving?

For the last item you would need to use a timer object and method to do this kind of processing.
http://msdn.microsoft.com/en-us/library/system.timers.timer(v=vs.110).aspx

[kantkant2]

What is the error message that you are receiving?

in order:
Strategy '' submitted an order that generated the following error 'UnableToChangeOrder'.

Strategy has sent cancel requests, attempted to close the position and terminated itself

An over fill was detected on order 'Order='' Name='Buy' State=Filled Instrument='' Action=Buy Limit price=0 Stop price=1.61157 Quantity=1,000 Strategy='' Type=Stop Tif=Gtc Oco='' Filled=1000 Fill price=1.61157 Token='' Gtd='12/1/2099 12:00:00 AM'' generated by strategy '' : This strategy will be disabled and NinjaTrader will attempt to cancel/close any strategy generated orders and positions. Please check your account orders and positions and take any appropriate action.

[NinjaTrader_CalH]

Hello Kantkant2,

Can you please send me your log and trace to platformsupport [at] ninjatrader [dot] com, so I can investigate this further.

You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

The log file will be named "log.20140909.txt"

You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

The trace file will be named "trace.20140909.txt"