I have simplified the code the maximum so maybe someone can troubleshoot it.
I am still getting the error Object reference not set to an instance of an object. I understand this is has to do with the init of the order and more precisely the Name of the order.
any comment will help.
namespace NinjaTrader.NinjaScript.Strategies { public class testordermanagement : Strategy { private Order entryOrder = null; // This variable holds an object representing our entry order protected override void OnStateChange() { if (State == State.SetDefaults) { Description = @"Enter the description for your new custom Strategy here."; Name = "testordermanagement"; Calculate = Calculate.OnBarClose; EntriesPerDirection = 1; EntryHandling = EntryHandling.AllEntries; IsExitOnSessionCloseStrategy = true; ExitOnSessionCloseSeconds = 30; IsFillLimitOnTouch = false; MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix; OrderFillResolution = OrderFillResolution.Standard; Slippage = 0; StartBehavior = StartBehavior.WaitUntilFlat; TimeInForce = TimeInForce.Gtc; TraceOrders = false; RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose; StopTargetHandling = StopTargetHandling.PerEntryExecution; BarsRequiredToTrade = 20; // Disable this property for performance gains in Strategy Analyzer optimizations // See the Help Guide for additional information IsInstantiatedOnEachOptimizationIteration = true; } else if (State == State.Configure) { if (entryOrder != null) entryOrder = GetRealtimeOrder(entryOrder); } } protected override void OnBarUpdate() { if (CurrentBar < BarsRequiredToTrade) return; if ( Close[0] > Open[0]) { EnterLongLimit(0, true, 1, Close[0] , "LongEntry"); } if (entryOrder.Name == "LongEntry" && Close[0] < Open[0]) { CancelOrder(entryOrder); } } protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError) { if (order.Name == "LongEntry") { entryOrder = order; if (order.OrderState == OrderState.Cancelled && order.Filled == 0) { entryOrder = null; } } } protected override void OnExecutionUpdate(Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time) { if (entryOrder != null && entryOrder == execution.Order) { if (execution.Order.OrderState != OrderState.PartFilled) { entryOrder = null; } } } } }
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