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Strange Order Cancellation Behavior

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    Strange Order Cancellation Behavior

    Hi

    I am working on a strategy where I scale in at various price levels and have separate profit/stop orders for each entry. The behavior I'm experiencing is that when the first profit/stop is filled, the profit/stop orders for the other entries are cancelled.

    I've attached the strategy and a screenshot of the Strategy Analyzer settings I'm using.

    Relevant code is in the OnExecutionUpdate method.

    ​​​​​​​Any help would be appreciated.
    Attached Files

    #2
    Since I'm using High Order Resolution needed to use the

    ExitShortLimit(int barsInProgressIndex, bool isLiveUntilCancelled, int quantity, double limitPrice, string signalName, string fromEntrySignal) version of order methods

    and set isLiveUntilCancelled to true.

    Comment


      #3
      Hello calebsandfort,

      Thanks for your post.

      From the help guide on managed approach, "By default, orders submitted via Entry() and Exit() methods automatically cancel at the end of a bar if not re-submitted" https://ninjatrader.com/support/help...d_approach.htm

      The advanced order options you mention in your 2nd post will prevent the orders from auto-canceling on the next bar when the bool isLiveUntilCancelled is set to true
      Paul H.NinjaTrader Customer Service

      Comment

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