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Is there a way to catch order ignoring event from inside strategy code?

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    Is there a way to catch order ignoring event from inside strategy code?

    Hello.

    Sometimes my orders ignored even is I checking GetCurrentAsk(), GetCurrentBid() and make distance in some ticks between market and order price:

    Strategy 'XXX': A Buy order placed at '1/17/2018 3:00:00 AM' has been ignored since the stop price is less than or equal to the close price of the current bar. This is an invalid order and subsequent orders may also be ignored. Please fix your strategy.
    Is there any way to catch "order ignored event" from inside strategy?

    (Right now I am using ``Unmanaged, but Managed is also interesting).
    fx.practic
    NinjaTrader Ecosystem Vendor - fx.practic

    #2
    Hello fx.practic,

    Thanks for your inquiry.

    I'd like to point out the following thread which discusses this with NT7: https://ninjatrader.com/support/foru...ad.php?t=41807

    We can typically work around this for realtime orders by setting RealtimeErrorHandling to IgnoreAllErrors or StopCancelCloseIgnoreRejects, and trapping the rejection in OnOrderUpdate(). For historical orders the strategy should be programmed to avoid submitting buy stop or buy stop limit orders below close of the current bar.

    RealtimeErrorHandling - https://ninjatrader.com/support/help...orhandling.htm

    One suggestion for historical orders would be to ensure order submission occurs at a valid price then to change it to the level you need at an appropriate time. Similar to the suggestion here.

    This is valid for both Managed and Unmanaged Strategies.

    Please let us know if we can be of further assistance.
    JimNinjaTrader Customer Service

    Comment


      #3
      Hello, Jim.
      This is my late "thank you"! )
      fx.practic
      NinjaTrader Ecosystem Vendor - fx.practic

      Comment

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