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Old 05-29-2011, 12:59 PM   #1
junkone
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Default exit order issues

here is my code
i dont undersrtand why i keep getting this error.
27/05/2011 3:38:06 AM Entered internal PlaceOrder() method at 27/05/2011 3:38:06 AM: BarsInProgress=0 Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal=''
27/05/2011 3:38:06 AM Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName=Sell' FromEntrySignal='' Reason='There already is a matching, filled exit order in place'
27/05/2011 3:38:06 AM Entered internal PlaceOrder() method at 27/05/2011 3:38:06 AM: BarsInProgress=0 Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal=''
27/05/2011 3:38:06 AM Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName=Sell' FromEntrySignal='' Reason='There already is a matching, filled exit order in place'
27/05/2011 3:38:06 AM Entered internal PlaceOrder() method at 27/05/2011 3:38:06 AM: BarsInProgress=0 Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal=''
27/05/2011 3:38:06 AM Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName=Sell' FromEntrySignal='' Reason='There already is a matching, filled exit order in place'
27/05/2011 3:38:08 AM Entered internal PlaceOrder() method at 27/05/2011 3:38:08 AM: BarsInProgress=0 Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal=''
27/05/2011 3:38:08 AM Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName=Sell' FromEntrySignal='' Reason='There already is a matching, filled exit order in place'
27/05/2011 3:38:09 AM Entered internal PlaceOrder() method at 27/05/2011 3:38:09 AM: BarsInProgress=0 Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal=''
27/05/2011 3:38:09 AM Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName=Sell' FromEntrySignal='' Reason='There already is a matching, filled exit order in place'
27/05/2011 3:38:10 AM Entered internal PlaceOrder() method at 27/05/2011 3:38:10 AM: BarsInProgress=0 Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal=''
27/05/2011 3:38:10 AM Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName=Sell' FromEntrySignal='' Reason='There already is a matching, filled exit order in place'
27/05/2011 3:38:11 AM CancelAllOrders: BarsInProgress=0
**NT** Disabling NinjaScript strategy 'HigherHighStrategy/bc8b087b548041b396ecdd01a44a7088'


// start doing trailing stops.

// if it goes 2 ticks below the open price of previous bar, then take out half.
if(exitHalfOrder ==null && exitFullOrder == null)

{
if(Low[0]<Close[1] - (2*TickSize))
{
// take out half position.
exitHalfOrder=ExitLong(PositionSize/2);
logme("exit half long position.");
}

}
// if it goes below previous low, then take out entire position.
if(exitFullOrder == null)

{
if(Low[0]<(Low[1]- TickSize))
{
// take out half position.

exitHalfOrder=ExitLong(exitHalfOrder ==null?PositionSize:PositionSize/2);
logme("exit full long position.");
}

}
}

if(Position.MarketPosition ==MarketPosition.Short)
{
// start doing trailing stops.

// if it goes 2 ticks below the open price of previous bar, then take out half.
if(exitHalfOrder ==null && exitFullOrder == null)

{
if(High[0]>Close[1] + (2*TickSize))
{
// take out half position.
exitFullOrder=ExitShort(PositionSize/2);
logme("exit half short position.");
}

}
// if it goes below previous low, then take out entire position.
if(exitFullOrder == null)

{
if(High[0]>(High[1]+ TickSize))
{
// take out half position.

exitFullOrder=ExitShort(exitHalfOrder ==null?PositionSize:PositionSize/2);
logme("exit full short position.");
}

}
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Old 05-29-2011, 03:07 PM   #2
NinjaTrader_Bertrand
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junkone, are you sure you're trading a higher qty here than 1, so there would be actually a position to exit / scale out from still as your orders hit?

Thanks,
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Old 05-29-2011, 04:08 PM   #3
junkone
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as you can see from the tracelogs, i started with 2 as my position size, it then issued a order to sell 1 and the second order keeps failing.

value of trending Trending(0).HigherHigh[1] 1
27/05/2011 3:36:00 AM Entered internal PlaceOrder() method at 27/05/2011 3:36:00 AM: BarsInProgress=0 Action=Buy OrderType=Stop Quantity=2 LimitPrice=0 StopPrice=0.9765'5 SignalName='' FromEntrySignal=''
27/05/2011 3:36:05 AM Entered internal PlaceOrder() method at 27/05/2011 3:36:05 AM: BarsInProgress=0 Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal=''
27/05/2011 3:37:03 AM Entered internal PlaceOrder() method at 27/05/2011 3:37:03 AM: BarsInProgress=0 Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal=''
27/05/2011 3:37:03 AM Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName=Sell' FromEntrySignal='' Reason='There already is a matching, filled exit order in place'
27/05/2011 3:37:03 AM Entered internal PlaceOrder() method at 27/05/2011 3:37:03 AM: BarsInProgress=0 Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal=''
27/05/2011 3:37:03 AM Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName=Sell' FromEntrySignal='' Reason='There already is a matching, filled exit order in place'
27/05/2011 3:37:03 AM Entered internal PlaceOrder() method at 27/05/2011 3:37:03 AM: BarsInProgress=0 Action=Sell OrderType=Market Quantity=2 LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal=''
27/05/2011 3:37:03 AM Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=2 LimitPrice=0 StopPrice=0 SignalName=Sell' FromEntrySignal='' Reason='There already is a matching, filled exit order in place'
27/05/2011 3:37:03 AM Entered internal PlaceOrder() method at 27/05/2011 3:37:03 AM: BarsInProgress=0 Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='' FromEntrySignal=''
27/05/2011 3:37:03 AM Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName=Sell' FromEntrySignal='' Reason='There already is a matching, filled exit order in place'
2
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Old 05-29-2011, 05:20 PM   #4
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Default another example

29/05/2011 7:06:01 PM Entered internal PlaceOrder() method at 29/05/2011 7:06:01 PM: BarsInProgress=0 Action=SellShort OrderType=Stop Quantity=2 LimitPrice=0 StopPrice=1.0704 SignalName='EntryShortSellStop' FromEntrySignal=''
29/05/2011 7:06:05 PM Entered internal PlaceOrder() method at 29/05/2011 7:06:05 PM: BarsInProgress=0 Action=BuyToCover OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='ExitShorthalfPosition' FromEntrySignal=''
29/05/2011 7:08:12 PM Entered internal PlaceOrder() method at 29/05/2011 7:08:12 PM: BarsInProgress=0 Action=BuyToCover OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='ExitShortfullPosition' FromEntrySignal=''
29/05/2011 7:08:12 PM Ignored PlaceOrder() method at 29/05/2011 7:08:12 PM: Action=BuyToCover OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='ExitShortfullPosition' FromEntrySignal='' Reason='There is no remaining quantity to exit'
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Old 05-30-2011, 03:04 PM   #5
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anybody looking from NT support!!!
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Old 05-30-2011, 09:30 PM   #6
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for some reason, NT is ignoring my second order. I have no idea why and i get no response from this board.
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