Strategy constantly cancelling and replacing order

[RodS7]

I have a strategy that enters the market via Limit Order at a moving average.

As the strategy is set to calculate on each tick, it appears the strategy is constantly canceling an order then reentering it - even though the limit price has not changed

Is this normal? Is there a way to stop this from happening?


if (Signal[1] > 0 && Close[0] >= KeltnerEMAChannelTrend(4, 1.5, 21).Midline[0] )
if(Position.MarketPosition == MarketPosition.Flat) // allows only 1 trade per direction
EnterLongLimit(1,KeltnerEMAChannelTrend(4, 1.5, 21).Midline[0], "ZLRe1");

[NinjaTrader_Joydeep]

Hello RodS7,
If a limit order is not filled on the bar to which it was submitted then the order is cancelled unless it is explicitly told not to do so. You can tell it by using the below overload and setting the liveUntilCancelled property to true.

EnterLongLimit(int barsInProgressIndex, bool liveUntilCancelled, int quantity, double limitPrice, string signalName)

http://www.ninjatrader.com/support/h...rlonglimit.htm

Please modify your code as per below and see if the order remains live or not.

if (Signal[1] > 0 && Close[0] >= KeltnerEMAChannelTrend(4, 1.5, 21).Midline[0] )
if(Position.MarketPosition == MarketPosition.Flat) // allows only 1 trade per direction
EnterLongLimit(0, true, 1, KeltnerEMAChannelTrend(4, 1.5, 21).Midline[0], "ZLRe1");

[RodS7]

That did it - thanks again

Is there somewhere that lists all functions that I need to address using "barsInProgressIndex" on MTF indicators / strategies?

[NinjaTrader_Joydeep]

Hello RodS7,
Glad to know everything is working fine at your end.

To know more about BarsInProgress please refer to our help guide here
http://www.ninjatrader.com/support/h...inprogress.htm

To know more about multi-series, please refer here
http://www.ninjatrader.com/support/h...nstruments.htm

Please let me know if I can assist you any further.