How can I extend the life time of a pending order?

[franki]

Hello again
Based on the references of the forum and in the instruction manual I have successfully created a strategy that puts pending orders via "Unmanaged Approach"
So far so good.
But the problem is in the duration of the pending orders, the orders last a time determined by

protected override void Initialize ()
}
Add (PeriodType.Minute, 5);
}

I need orders that do not expire in time or that I can handle durability regardless of (PeriodType.x, x);

Entry order is

 myIOrder = SubmitOrder (0, OrderAction.Sell, OrderType.Stop, contracts, 0, GetCurrentBid () - 10 * TickSize, "", "Entry Short")

If the price is not reached in 5 minutes the order is canceled and updated with new price after the next 5 minutes
I want the order to stay active regardless of the timeframe

thank you very much

[NinjaTrader_PaulH]

Hello franki,

Thanks for your post.

In your initialize method it does not appear you are declaring the strategy to be unmanaged. If not then your strategy would be managed and the default behavior in managed is that orders are canceled if not filled at the end of the bar.

Please see: https://ninjatrader.com/support/help...d_approach.htm
and https://ninjatrader.com/support/help...?unmanaged.htm

[franki]

Hello franki,

Thanks for your post.

In your initialize method it does not appear you are declaring the strategy to be unmanaged. If not then your strategy would be managed and the default behavior in managed is that orders are canceled if not filled at the end of the bar.

Please see: https://ninjatrader.com/support/help...d_approach.htm
and https://ninjatrader.com/support/help...?unmanaged.htm

Thanks for answering Paul
The two links that you have placed belong to the instruction manual that I followed for the configuration

The complete initialize method is:

 protected override void Initialize()
        {
            CalculateOnBarClose = false;
			Unmanaged = true;
			ExitOnClose = true;
			entryLong = null;
			entryShort = null;
			Add(PeriodType.Minute, 5);
        }

Everything works fine in terms of the position and execution of the orders, the problem is that the lifetime of the orders is equal to "Add (PeriodType.Minute, 5);" and I need a longer life time for the orders without changing the timeframe "5 minutes"

CalculateOnBarClose It is false because
a specific period of time not linked to bars is supplied, it also does not influence the temporality of life of the orders, it is already tested

Thx

[NinjaTrader_PaulH]

Hello franki,

Thanks for your reply and clarifications.

Adding a dataseries would not cause the order to be canceled.

I've attached a test unmanaged strategy script that will place 1 historical order and 1 real time order, using the code you have shown. I placed the strategy on 1 minute chart of ES 06-18. The historical order is placed in the first day of data loaded on the first down bar (after the first 20 bars). The order remains in place until filled, certainly longer than the added 5 minute bars and does not get canceled. On the real time, same thing the order is placed once and remains until filled Please feel free to test on the sim101 account.

You may need to review your code for other conditions that would lead to an order being canceled.

[franki]

Hello franki,

Thanks for your reply and clarifications.

Adding a dataseries would not cause the order to be canceled.

I've attached a test unmanaged strategy script that will place 1 historical order and 1 real time order, using the code you have shown. I placed the strategy on 1 minute chart of ES 06-18. The historical order is placed in the first day of data loaded on the first down bar (after the first 20 bars). The order remains in place until filled, certainly longer than the added 5 minute bars and does not get canceled. On the real time, same thing the order is placed once and remains until filled Please feel free to test on the sim101 account.

You may need to review your code for other conditions that would lead to an order being canceled.

Thank you very much Paul
It is the solution to my problem, everything solved, I have had to adjust CalculateOnBarClose to true and lower the timeframe that generates the strategy and achieved my purpose.
once again
Thank you very much.