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Long order followed by Shot order

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    Long order followed by Shot order

    Hello

    when is submit the LONG order and the SHORT order separately it works well.
    but when i submit the LONG order and while it's still active i transmit the SHORT order - it ignores the SHORT order and printout:
    An Enter() method to submit an entry order at '30/09/2019 07:45:00' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.
    and the output is wrong. (see attachment: "long and short.png")


    In the Managed Approach section you wrote: Entry() methods will reverse the position automatically. For example if you are in a 1 contract long position and now call EnterShort() -> you will see 2 executions, one to close the prior long position and the other to get you into the desired 1 contract short position.

    so i expected that the LONG order will be closed immidiatly when the SHORT order will be transmitted. (see attachment: "expected.png")


    LONG: (see attachment: "LONG.png")
    SetProfitTarget("Long1", CalculationMode.Price, tMngTrade.tBidFactor.dProfitTragetPrice, true);
    SetStopLoss("", CalculationMode.Price, tMngTrade.tBidFactor.dStopLossPrice, true);
    EnterLongLimit(DefaultQuantity, tMngTrade.tBidFactor.dTradeEntryLimitVal, "Long1"); // meet the profit target
    EnterLongLimit(DefaultQuantity, tMngTrade.tBidFactor.dTradeEntryLimitVal, "Long2"); // stay opened while short get in


    SHORT: (see attachment: "short.png")
    SetProfitTarget("Short1", CalculationMode.Price, tMngTrade.tBidFactor.dProfitTragetPrice, true);
    SetStopLoss("", CalculationMode.Price, tMngTrade.tBidFactor.dStopLossPrice, true);

    EnterShortLimit(DefaultQuantity, tMngTrade.tBidFactor.dTradeEntryLimitVal, "Short1");
    EnterShortLimit(DefaultQuantity, tMngTrade.tBidFactor.dTradeEntryLimitVal, "Short2");


    what am i doing wrong ?
    Thasnks
    Oren



    Attached Files

    #2
    Hello orenytz ,

    Thanks for your post.

    With reference to: "when i submit the LONG order and while it's still active i transmit the SHORT order - it ignores the SHORT order and printout: An Enter() method to submit an entry order at '30/09/2019 07:45:00' has been ignored. "

    I'm not certain if you are advising that the LONG order was filled and you are in a long position or if the LONG order was waiting to be filled. In either case you would be violating the internal order handling rules:

    In the case of the strategy is in a Long position: Here is the internal order handling rule that has been violated: Methods that generate orders to enter a position will be ignored if: A position is open and an order submitted by a set method (SetStopLoss() for example) is active and the order is used to open a position in the opposite direction

    In the case where the strategy is flat and the LONG order is not yet filled: Here is the internal order handling rule that has been violated: Methods that generate orders to enter a position will be ignored if: The strategy position is flat and an order submitted by an enter method (EnterLongLimit() for example) is active and the order is used to open a position in the opposite direction

    Reference: Please see "Internal Order Handling Rules that Reduce Unwanted Positions" on this page: https://ninjatrader.com/support/help...d_approach.htm

    Paul H.NinjaTrader Customer Service

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