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neo_trader
05-27-2010, 10:18 AM
Hi,

I am implementing a multi instrument strategy and in the backtest results, one instrument has 'fills' while the other gets ''cancelled'. I need to know compute the net ProfitLoss in the code taking both, but since only one gets filled, it's not working. Could someone tell me the issue why am I getting ''cancelled'' during backtesting ?

Thanks,

Neo

NinjaTrader_Tim
05-27-2010, 10:42 AM
Hi neo_trader,

I suggest using TraceOrders to idenitfy why the orders are either getting ignored or expiring.
More info at - http://www.ninjatrader.com/support/forum/showthread.php?t=3627