A rare problem with a specific order.

[MGDavid]

Hello,

I was developing a simple trading strategy with NinjaScrith for trading in the future CAC 40.
The code of Ninja is the following:
( You can see the screen shot of my strategy in the next file)
The strategy works very well in Back Test, but i have a rare problem when i running it in real time.

The strategy sends the entry order well and when the order is executed then... ( my stop loss ) is placed ok.
But if the strategy has a position = 1 at 18:45:00 then the order be cancel.

I am running the strategy in a chart of 10 minutes.
This is rare rare rare true ?
I am writing from Europe ( Spain), and i am running this strategy in another markets ( usa) and i have no this problem.

Why this happend to me ?
Sorry for my bad english , I am learning slowly :)

Thanks for your time.

[NinjaTrader_Ray]

There could be several issues -

- Could the order be cancelled due to "Exit on close" parameter being true when running a strategy?
- Since its a very specific time, could the exchange be closing at that time and your broker is automatically cancelling the order due to a DAY time in force?

[MGDavid]

Ray say :

- Could the order be cancelled due to "Exit on close" parameter being true when running a strategy?

No, because the trading day for future cac40 ends at 20:00 o clock and i think that this set up is correct in my configuration.

Ray say:
- Since its a very specific time, could the exchange be closing at that time and your broker is automatically cancelling the order due to a DAY time in force?


May be... i am trading with Interactive Brokers.
Should i to change the time force in my strategy for Gtc?

Thanks for your time :)

[NinjaTrader_Ray]

Yes, try to change to GTC.

[MGDavid]

Ray say:

- Since its a very specific time, could the exchange be closing at that time and your broker is automatically cancelling the order due to a DAY time in force?

It was for this !.
I changed the state of the order and all works ok.
I did not know that the end of day for this order was at 18:45 in Europe .
Thanks very much ! :D

Regards

[NinjaTrader_Ray]

Excellent! Thanks for reporting back.