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Limit order cancel on a Tick Bar Strategy

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    Limit order cancel on a Tick Bar Strategy

    Hi

    I have a strategy run on a 10 Tick's bar.

    When the script send an limit order, it is unfortunetly cancel at the end of the 10 Ticks bar, even if i said to the script to cancel it only after 4 bars

    Here my script :


    {
    entryOrderBuy = EnterLongLimit(DefaultQuantity, Close[0], "Buy");
    barNumberOfOrder = CurrentBar;
    }

    else if (entryOrderBuy != null && CurrentBar > barNumberOfOrder + 4)
    {
    CancelOrder(entryOrderBuy);
    }


    This kind of script is working well on daily or minute bar but not on Tick bar. Is there a difference on the order management between the daily/minute bar and the tick bar ?

    Can you help ?

    Thanks a lot

    #2
    Hello Thomas79,

    With any limit type order that would be the expectation or that the order is expired after 1 bar. To keep it active you would either need to call the same order method again or use IsLiveUntilCancelled

    ExitLongLimit(int barsInProgressIndex, bool isLiveUntilCancelled, int quantity, double limitPrice, string signalName, string fromEntrySignal)

    You can see an example of canceling an order here https://ninjatrader.com/support/help...thod_to_ca.htm

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

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