My limit order gets cancelled immediately

[qjl88]

I have placed my limit order thru a strategy. It often went thru as expected. But today something weird happened where it got cancelled automatically.

I have attached the printscreen of the log.

There is no other strategy running with the same name, nor was there any open positions that could possibly cause a margin violation. When I turned it off and on again, the strategy indicated that a position should be in place and the coupled stop-loss order got submitted. I'm using 1-tick dataserie, and the start behavior is "immediately submit". Thanks.

[NinjaTrader_Kate]

Hello qjl88,

Thank you for your post.

The default behavior for NinjaTrader is to cancel limit orders if the trigger conditions are no longer true. If you wish for your limit order to stay active once the conditions for entry are no longer true, you can explicitly set your orders to stay active until either filled or cancelled. Here's a link to our help guide that goes over how to keep your limit orders alive:

https://ninjatrader.com/support/helpGuides/nt8/keeping_orders_alive.htm

Please let us know if we may be of further assistance to you.

[qjl88]

Hi Kate,

Thank you for your answer. If this is indeed the case, then I would have been very lucky 9 out 10 times so I'm wondering if there is another reason for it. Is it also possible that if the actual price is lower than my long limit order price, then the system would regard this as an invalid input price? I'm not noticing any errors from the log though.

[NinjaTrader_Kate]

Hello qjl88,

Thank you for your reply.

If you're not sure why a particular order is or is not being filled or if something's being cancelled that you don't think should, the first thing I would recommend would be to turn on the Order Trace function:

Strategy Builder > Default Properties > More Properties > Trace Orders, or:

if (State == State.SetDefaults)
{
TraceOrders = true;
}

Once you then recompile the strategy, you can open a new NinjaScript Output window under New > NinjaScript Output. This will print a log of any orders submitted by the strategy during while it's running, along with any ignored orders. You can then look through and see what may be occurring.

Here is a link to our help guide that goes into more detail on tracing orders:

https://ninjatrader.com/support/helpGuides/nt8/en-us/traceorders2.htm

Trace orders alone may not give you the full picture of whether or not a trade should have been entered or cancelled on a given bar, so adding prints to your strategy that will show in the NinjaScript Output window, with information on what the variables you're using for your conditions are on a particular bar, can be helpful.

This forum post goes into great detail on how to use prints to help figure out where issues may stem from — this should get you going in the correct direction. You can even add these using the Strategy Builder.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working

If you run into issues like we saw here, the above information will allow you to print out all values used in the condition in question that may be evaluating differently. With the printout information you can assess why your limit order may be getting cancelled.

Please let us know if we may be of further assistance to you.

[Gimbalto]

Is there a way to solve this from within the strategy builder? I don't work in code yet...

[NinjaTrader_Kate]

Hello Gimbalto,

Thank you for your reply.

Yes, both Trace Orders may be turned on and prints may be added within the Strategy Builder:

Strategy Builder > Default Properties > More Properties > Trace Orders

This forum post goes into great detail on how to use prints to help figure out where issues may stem from — this should get you going in the correct direction. You can even add these using the Strategy Builder.

https://ninjatrader.com/support/foru...ns-not-working

A video specifically on adding prints with the Strategy Builder is available at the above link as well.

Please let us know if we may be of further assistance to you.

[Gimbalto]

What about isliveUntilCancelled instructions?

[NinjaTrader_Kate]

Hello Gimbalto,

Thank you for your reply.

It would not be possible to submit a limit order using IsLiveUntilCancelled from the Strategy Builder - you would have to unlock your code for this as CancelOrder() is not available to the Strategy Builder.

Please let us know if we may be of further assistance to you.