incomplete presentation of open orders

[dadarara]

Hi
the strategy has 3 entry levels after getting the trigger. (Short-0 Short-1 Short-2)
SIM mode
after each execution the stop order and target order are updated with the appropriate qty.
the thing is, that after the first entry indeed I see Stop and Target Orders with qty1, but after the second entry
the STOP Order shows as Accepted with Qty1 (should be 2 and should be in WORKING STATE ?!) and the Target Order is WORKING but with Qty 1 not 2.


at the right time of stop or target, the actual execution is the right Qty. though !!.


so what am I missing ?

[NinjaTrader_Jim]

Hello dadarara,

Thanks for your post.

Your last couple screenshots are missing, so as far as I can tell from the Orders tab of the Control Center, the logic had NinjaTrader enter for a quantity of 1 and place protective orders for that quantity.

I would suggest recreating that scenario using the Playback connection and test a couple instances using Trace Orders and another instance with your own debugging prints to identify what quantity is actually being submitted by your order methods. The Playback Connection can be used to replay scenarios as if they were happening with real time data. Trace Orders will tell you information about order feed back including the quantity the order actually submits with.

Playback Connection - https://ninjatrader.com/support/help...connection.htm

Trace Orders - https://ninjatrader.com/support/help...aceorders2.htm

Debugging Tips - https://ninjatrader.com/support/help...script_cod.htm

Please let us know if you have any questions on interpreting the debug output.

[dadarara]

NinjaTrader Grid 2018-10-22 12-58 PM.zip

actually all the orders are submitted as they should and the behaviour of the strategy is OK. the quantities are OK. and the resulting Exit at target or stop are also alright. there are no errors.(Buy1, buy 1 buy 1 and than exit with total Qty of 3)
THE ONLY issue is that in the ORDERS TAB where i see the status of the orders , the QTY is wrong. it stays as 1 although there was an execution of 2 or 3. and the status of the STOP order is ACCEPTED when it should be WORKING. let me stress again . the end result is OK. the exit is with the total qty of 3. (Filled Qty 3)

So all print statements and debugging that I manage to do, show the same. including the playback, it works but doesn't present the status correctly.

want to login and see for yourself ?

[NinjaTrader_Jim]

Hello dadarara,

Yes, I would like to witness this behavior on call if you can reproduce it for me. Could you first verify that you are hitting this issue with the latest version of NinjaTrader 8 (Version 8.0.16.1) and could you also reduce the strategy so it can define the problem in most simple terms? To report a matter to the development team, we will need a simple test case that demonstrates the issue without taking any other action.

Download - https://ninjatrader.com/PlatformDirect

After reducing the strategy and verifying that this occurs with Release 16.1, please send me a message at platformsupport [at] ninjatrader [dot] com with the text "Attn Jim" and a link to this thread. We can then schedule a time to get connected to observe the behavior and how we can reproduce on our end. Please include a time zone.) Our regular support hours are 8:30am to 6pm US Eastern, Monday through Friday.

I look forward to investigating this further.

[dadarara]

I am arranging this ...
Meanwhile a question:

when I use SetStopLoss I get the last order state as Accepted before getting to state of Filled.
so while the trade is in progress the STOP is in Accepted state NOT WORKING state

Why is that ?

[NinjaTrader_Jim]

Hello dadarara,

The order state returned back would be dependant on the connection technology and how it is handled in the connection adapter on NinjaTrader's end. The post below explains where orders reside depending on order state and connection technology, but does not explicitly state orders will/will not reach a working state.

Where your orders reside - https://ninjatrader.com/support/foru...rader-7?t=5349

Who is your broker/what is your connection technology?

I look forward to your reply.

[dadarara]

we are talking about internal playback connection...

[NinjaTrader_Jim]

Hello dadarara,

I'm seeing the same results testing with SetStopLoss() with the Playback Connection as well as the simulated data feed. Stop loss idles at Accepted and reaches Working just before having a fill simulated. After asking my lead and others in the office, this would be expected behavior and is consistent with how NinjaTrader 7 functions.

Let me know if you have any additional questions on this matter.