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#1 |
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Senior Member
Join Date: Sep 2008
Posts: 356
Thanks: 1
Thanked 1 time in 1 post
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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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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,411
Thanks: 252
Thanked 976 times in 959 posts
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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,
Bertrand
NinjaTrader Customer Service |
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#3 |
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Senior Member
Join Date: Sep 2008
Posts: 356
Thanks: 1
Thanked 1 time in 1 post
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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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#4 |
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Senior Member
Join Date: Sep 2008
Posts: 356
Thanks: 1
Thanked 1 time in 1 post
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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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#5 |
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Senior Member
Join Date: Sep 2008
Posts: 356
Thanks: 1
Thanked 1 time in 1 post
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anybody looking from NT support!!!
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#6 |
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Senior Member
Join Date: Sep 2008
Posts: 356
Thanks: 1
Thanked 1 time in 1 post
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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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