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Auto Cancel not working after Entry order

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    Auto Cancel not working after Entry order

    I have a strategy that uses 2 data series. The triggering indicator is based on the primary series which triggers the entry and exit orders on the secondary series (one sec bars) of a separate instrument. I just started using the strategy live. I am connected to TWS as my execution account through api. I have noticed that when the market entry order doesn't get filled, the order does not get auto cancelled as I believe it should on next bar update for "Enter" orders. in fact it never auto cancels. The auto cancel does seem to work using paper account. Any ideas to fix/enable the auto cancel? Thanks.

    #2
    Hello pilotfo,

    A market order should not expire or cancel, that will need to fill after submission. The other type orders which have fixed prices like limit or stop limit/market will expire after 1 bar elapses if you are not using isLiveUntilCancelled with those orders.


    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

    Comment


      #3
      So this comment from the help guide "When using NinjaTrader's Enter() and Exit() methods, the default behavior is to automatically expire them at the end of a bar unless they are resubmitted to keep them alive.," doesn't apply to market orders?

      Comment


        #4
        Hello pilotfo,

        No that would apply to any resting order which would remain active until filled. Market type orders are filled at the next available price. You can read about the different order types and how they are used for trading on trading education websites like the public site investopedia.com. https://www.investopedia.com/terms/m/marketorder.asp

        Please let me know if I may be of further assistance.
        JesseNinjaTrader Customer Service

        Comment

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