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Stop order rejected
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Stop order rejected
I write EasyLanguage code using the NtDirect.dll and using the external data feed from TradeStation. This is done using the sim account. The broker who runs the code in live trading does not have this problem as far as I know. What happens is that orders are rejected because of the apparent absence of market data. For instance, yesterday 2 orders were issued simultaneously. The first buy order is filled at 4323.00 while the second order, a sell stop market at 4313.00, is rejected due to being above the market, which is clearly not the case. When this happens, I usually get a message saying there is no market data. We know there is market data because the first order gets filled immediately. Is this a glitch in the external data feed? What can I do to keep it from happening?
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Originally posted by NinjaTrader_Bertrand View PostAtomic, we're not aware of a specific issue - how many symbols of Level 1 data would you feed over the External Feed connection as this is seen?
I just tried to execute an order for a symbol which has no data (GC). After about 15 seconds, I get the message that there is no data to drive the simulation engine. So, for whatever reason, the external data feed experiences a delay and I'm getting timed out even though my TS platform is actively getting data. I'll try to come up with a workaround and let you know if I find something.Last edited by Atomic; 02-13-2015, 11:35 AM.
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also having stop order issues
While backtesting/optimizing I am getting many of the following messages:
An Enter() method to submit an entry order at '2/5/2015 1:30:00 PM' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation
My submissions are made using the following code:
Code:if (LE[0]==false && LX[0]==true && Position.MarketPosition==MarketPosition.Long ) ExitLong(Position.Quantity, "LX","LE"); if (SE[0]==false && SX[0]==true && Position.MarketPosition==MarketPosition.Short ) ExitShort(Position.Quantity,"SX","SE"); if(LE[0] && (LX[0]==false) && SE[0]==false && (Orders.Count==Orders.Filled && Position.MarketPosition != MarketPosition.Long) ) { if( Close[0]<High[0]) EnterLongStop(posSize,High[0],"LE"); else EnterLong(posSize,"LE"); } if(SE[0] && (SX[0]==false) && LE[0]==false && (Orders.Count==Orders.Filled && Position.MarketPosition != MarketPosition.Short) ) { if( Close[0]>Low[0]) EnterShortStop(posSize,Low[0],"SE"); else EnterShort(posSize,"SE"); }
Now even that does not help.
My data provider is "Barchart"...
Running Windows 7 pro; I7 CPU, 64bit version, 16 gig, All SSD.
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Hello hairymug,
Thanks for your post.
Using TraceOrders in your strategy can help the debugging process. When enabled, traces are generated and displayed in the NinjaScript Output window for each call of an order method providing confirmation that the method is entered and providing information if order methods are ignored and why. This is valuable for debugging if you are not seeing expected behaviour when calling an order method. This property can be set programatically in the Initialize() method.
Traceorders help guide reference: http://www.ninjatrader.com/support/h...raceorders.htm
This post will provide further guidance on using trace orders: http://www.ninjatrader.com/support/f...ead.php?t=3627
Please let me know if I can be of further assistance.Paul H.NinjaTrader Customer Service
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Thank You Paul,
I finally found out that it was my Samsung SSD which has an "optimizing" function call "RAPID".
After turning off this feature, it made my tests faster and more consistent.
Here is the description of this feature:
RAPID mode increases the overall performance of your computer by pairing the industry’s fastest SSD with the most advanced storage management techniques to deliver the fastest and most reliable user experience. RAPID mode analyzes your application and data usage, dynamically optimizes the I/O for Samsung SSDs, and eliminates system performance bottlenecks. RAPID mode is fully automated; no user management is necessary.
I hope this is helpful to someone else "tearing their hair out"...
Walt
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