OrderName 'STOP1' does not exist

[postalman]

Hi I'm getting this error

**NT** AtmStrategyChangeStopTarget() method error: OrderName 'STOP1' does not exist

it happens on the onbarupdate call but only when the bars are moving fast. Slow moving bars no problem tested 100s of examples.

I use unirenko bars so the the range bars can go very fast on fast moving prices, I have run for days without issues then today I get a fast moving bars and the error


Adding order

atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();

AtmStrategyCreate(Cbi.OrderAction.Buy, OrderType.Stop, 0, buystopp, TimeInForce.Day, orderId, "AtmStrategyTemplate", atmStrategyId);

then net time around on the onbarupdate call


if ((atmStrategyId.Length > 0)&&(orderId.Length > 0)){

status = GetAtmStrategyEntryOrderStatus(orderId);


if (status.Length > 0)&&(status[2]=="Filled")


AtmStrategyChangeStopTarget(0, tstop, "STOP1", atmStrategyId);


ignore coding errors I just cut n paste the pertanient code

the atmstrategy automatically creates a stop when order is filled

maybe on fast bars I can check for the stop being created? I think it was eventually created, but it stayed and did no get cancelled
when the order closed, this was a fast set of bars (fast price action) in and out fast.

[NinjaTrader_Kate]

Hello Postalman,

Thank you for your post.

I suspect what's happening is that the market's moving fast enough where you're not getting updated that the stop's been placed before trying to change it. I'd suggest using GetAtmStrategyStopTargetOrderStatus() to check whether there's a status yet on the order before submitting any changes to it:

Here's an example of how I've modified the SampleATMStrategy:

// You can change the stop price
if (GetAtmStrategyMarketPosition(atmStrategyId) != MarketPosition.Flat)
{
string[,] orders = GetAtmStrategyStopTargetOrderStatus("STOP1", atmStrategyId);

// Check length to ensure that returned array holds order information
if (orders.Length > 0)
{
for (int i = 0; i < orders.GetLength(0); i++)
{
Print("Current state is " + orders[i, 2].ToString());
AtmStrategyChangeStopTarget(0, Low[0] - 3 * TickSize, "STOP1", atmStrategyId);
}
}

}

Please let us know if we may be of further assistance to you.

[postalman]

Kate,

I thtnk that will help, I think there another issue also, if the bars are moving so fast that I enter and exit before the stop is active, which I think has happened because after the trade is done there is a left over stop how do I handle that, somehow check if there are any hanging stops when the strategy is done? The hanging stop is dangerous since it is no longer tied to it's long trade and couls become a short (maybe?).

[NinjaTrader_Kate]

Hello postalman,

Thank you for your reply.

We shouldn't be seeing that leftover order after that occurs as if the entry is closed the associated ATM Strategy should automatically be cancelled. If you're able to replicate this behavior in real time operation using the Sim account after making the adjustments I mentioned, we'd want to test on our end with an example script so see what's occurring that the stop is still being placed without being connected to the entry order.

Please let us know if we may be of further assistance to you.

[postalman]

Kate,

I will let you know, I think I'm going to add some logic that will not allow any future trades or actions until I get the stop active (it may take some bars), I'm still looking at why I had the stop left over. I'll need to look into cases where the price might go below the stop by the time it gets active, do these just close out or give an error that the price is already below the stop for a fast moving drop in price after doing a long/stop strategy. Thanks,