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Old 09-07-2009, 07:19 PM   #1
Argo1
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Default Enter*Limit order + ProfitTarget + reverse position problem

Hi,
In my first, simple!, strategy I reach NT limitations:

Code:
2008-04-18 00:00:00 Entered internal PlaceOrder() method at 2008-04-18 00:00:00: Action=Buy OrderType=Limit Quantity=1 LimitPrice=207,33 StopPrice=0 SignalName='MyEntryLong' FromEntrySignal=''
2008-04-18 00:00:00 Ignored PlaceOrder() method at 2008-04-18 00:00:00: Action=Buy OrderType=Limit Quantity=1 LimitPrice=207,33 StopPrice=0 SignalName=MyEntryLong' FromEntrySignal='' Reason='An Enter() method to submit an entry order has been ignore. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.'
Ideas of strategy:
- Entry when SMA >/< Close[0]
- Enter Long/Short Limit orders with price open +/- xx pips
- Profit Target xxx pips
- no closing positions, just open opposite or close by ProfitTarget
- backtesting on 1 day bars

I used NT sample code from "SampleOnOrderUpdate.cs", I modified it for opening not only long but also short positions and opening not market but limit orders.

And still my reversal doesn't work - when ShortLimitOrder and ProfitTarget orders are open, new LongLimitOrder order is rejected

What to do? Please help! it's almost dawn behind the window...

I already read few threads about similar problem and whole NT "NinjaScript" part of documentation.
Last edited by Argo1; 09-07-2009 at 07:23 PM.
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