Why are trades cancelled

[GuppyDRV]

Hello all,

So.......why when running an optimization do I end up with certain trades that are cancelled? The strategy takes both long and short trades but only ever has short positions cancelled. I have run multiple passes with the same results.

The attached screen shot shows what I'm talking about.

GuppyDRV

[NinjaTrader_ChelseaB]

Hello GuppyDRV,

What is in the code of the script?

Are entries and exits being submitted on the same bar?

Are orders being submitted at the end of a session?

Are you attempting to use multiple orders to exit a single entry?

[GuppyDRV]

Chelsea,

Thanks and sorry for the late response. So yes I'm evaluating an on bar close case where the strategy will first looks at a set of parameters and if met take a long trade. If these parameters are not met it will then (in another set of the strategy builder) evaluate for a new set of parameters and if met take a short trade. This will all happen on the same bar close. Most trades are happening but some (say 15%) are showing as cancelled. The cancelled trades are all short trades which obviously is saying there is something I'm missing in the logic as to the second trade happening.

It is also possible to have an entry and an exit on the same bar close.

Any help in pointing in the right direction would be greatly appreciated.

GuppyDRV

[NinjaTrader_PatrickH]

Hello GuppyDRV,

Thank you for your response.

Without the strategy we would not be able to say for certain what is occurring. I would recommend debugging the strategy further by utilizing TraceOrders. This will provide details on the orders in the Output window (Tools > Output).

For information on TraceOrders please visit the following link: http://ninjatrader.com/support/forum...ead.php?t=3627
For information on debugging your script please visit the following link: http://ninjatrader.com/support/forum...ead.php?t=3418

[GuppyDRV]

Patrick,

Thanks for the help. Is this function associated with the "Trace" check box in the strategy builder? So.....can I do this without having to manually go into the code and make changes? Does it work with back test? It sounds like a real time function that might work with Market Replay. No worries either way I can run a replay and change the code, however, I'm lazy and if I can do it with the wizard that's preferable.

Happy Holidays,

GuppyDRV

[NinjaTrader_PatrickH]

Hello GuppyDRV,

Thank you for your patience.

That is the correct check box in the Strategy Builder for "Trace Orders". This will work for Historical (backtesting) and Realtime orders.

Please let me know if you have any questions.