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BradB
04-23-2007, 07:51 AM
NT6 B11 Sim mode, testing a strategy. Strategy buys/sells 10 contracts with profit target of 50 and trailing stop of 5. Strategy triggered as expected, bought 10. Stops were placed correctly, butthe limit order(s) were for only 9 contracts. When stop was hit, only 9 contracts were filled, 1 stop was cancelled leaving me with an open contract with no stop or target anymore.

NinjaTrader_Dierk
04-23-2007, 05:56 PM
Orders will be cancelled as a bar closes if the signal is not "confirmed" by your strategy. Likely your strategy did not resend the stop signal as a partial fill comes in which causes NT to cancel out the stop order.

NinjaTrader_Dierk
04-23-2007, 08:07 PM
Also: please check out the TraceOrders feature which helps you tracking NinjaScript internal order management. http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html

BradB
04-24-2007, 12:12 AM
I guess I'm not sure what it means to "confirm" the signal in my strategy.

NinjaTrader_Dierk
04-24-2007, 12:38 AM
EnterLong, ExitShort etc. need to be called on every bar as long as an entry or exit signal is active. If you don't call these methods on a prticular bar, existing orders, which where palced by these signals, will be cancelled as this bar closes.

BradB
04-24-2007, 02:48 AM
This is a very simple strategy I built with the strategy builder, I didn't even unlock the code. Isn't that confirmation done automatically? If not, any strategy built using the wizard would not work.

NinjaTrader_Dierk
04-24-2007, 02:54 AM
Hmm .. ok let's try something different.

I suppose you are on NT6B11, no?

Can you please
- send me your trace and log files to "dierk AT ninjatrader DOT com"
- which instrument was this?
- what was the timestamp on when this happened?

Thanks

BradB
04-24-2007, 03:06 AM
Info sent as requested... please see JPG attached on original post.

BradB
04-24-2007, 03:06 AM
Info sent as requested... please see JPG attached on original post.