I originally had a bracket of two ATM orders placed oco. I would go short at 117.80 or long at 120.50. When I got filled, my short should have created a target and a stop loss. The stop loss was to be at 120.50. From what I could tell from the log, this caused a problem because of the original order to go long was at 120.50. Am I correct or was there another reason? NT cancelled my target and stop, and I had to re-enter them. No harm done, but I'd like to know what happened. Here are my log entries for that time period.
Failed to execute DB job 'StrategyUpdateJob': ObjectSpace: Entity Object not being Tracked - NinjaTrader.Strategy.StrategyData:41df7505f6004df8 bf82a1e53716efe1
Failed to execute DB job 'StrategyUpdateJob': ObjectSpace: Entity Object not being Tracked - NinjaTrader.Strategy.StrategyData:48316d8883714f34 bff416b8ec1a99f4
Failed to execute DB job 'StrategyUpdateJob': ObjectSpace: Entity Object not being Tracked - NinjaTrader.Strategy.StrategyData:41df7505f6004df8 bf82a1e53716efe1
Order='5760992/xxxx!Dorman!ProActive' Name='Target1' New State=Cancelled Instrument='KC 03-09' Action=Buy Limit price=101.95 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
Order='5760992/xxxx!Dorman!ProActive' Name='Target1' New State=PendingCancel Instrument='KC 03-09' Action=Buy Limit price=101.95 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
Order='5760992/xxxx!Dorman!ProActive' Name='Target1' New State=Working Instrument='KC 03-09' Action=Buy Limit price=101.95 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
Order='5760992/xxxx!Dorman!ProActive' Name='Target1' New State=Accepted Instrument='KC 03-09' Action=Buy Limit price=101.95 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
TE_invalidStopAndLimitPriceDifference Affected Order: Buy 1 StopLimit @ 120.5 x 121.5
Order='5760991/xxxx!Dorman!ProActive' Name='Stop1' New State=Rejected Instrument='KC 03-09' Action=Buy Limit price=121.5 Stop price=120.5 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=OrderRejected Native
Order='5760991/xxxx!Dorman!ProActive' Name='Stop1' New State=Accepted Instrument='KC 03-09' Action=Buy Limit price=121.5 Stop price=120.5 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
Order='5756182/xxxx!Dorman!ProActive' Name='Entry' New State=Cancelled Instrument='KC 03-09' Action=Buy Limit price=120.65 Stop price=120.55 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
Order='e0bdc7425152485ea2a4e8575ac75a92/xxxxx!Dorman!ProActive' Name='Target1' New State=PendingSubmit Instrument='KC 03-09' Action=Buy Limit price=101.95 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
Order='432d22ead37b45cb98f743f23ad3f131/xxxx!Dorman!ProActive' Name='Stop1' New State=PendingSubmit Instrument='KC 03-09' Action=Buy Limit price=121.5 Stop price=120.5 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
Instrument='KC 03-09' Account='xxxx!Dorman!ProActive' Avg price=117.8 Quantity=1 Market position=Short Operation=Insert Currency=UsDollar
Execution='8729896' Instrument='KC 03-09' Account='xxxx!Dorman!ProActive' Exchange=Nybot Price=117.8 Quantity=1 Market position=Short Operation=Insert Order='5756165' Time='2/3/2009 9:53:22 AM'
Order='5756182/xxxx!Dorman!ProActive' Name='Entry' New State=PendingCancel Instrument='KC 03-09' Action=Buy Limit price=120.65 Stop price=120.55 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
Order='5756165/xxxx!Dorman!ProActive' Name='Entry' New State=Filled Instrument='KC 03-09' Action=Sell Limit price=117.75 Stop price=117.85 Quantity=1 Type=StopLimit Filled=1 Fill price=117.8 Error=NoError Native error=''
Failed to execute DB job 'StrategyUpdateJob': ObjectSpace: Entity Object not being Tracked - NinjaTrader.Strategy.StrategyData:41df7505f6004df8 bf82a1e53716efe1
Failed to execute DB job 'StrategyUpdateJob': ObjectSpace: Entity Object not being Tracked - NinjaTrader.Strategy.StrategyData:48316d8883714f34 bff416b8ec1a99f4
Failed to execute DB job 'StrategyUpdateJob': ObjectSpace: Entity Object not being Tracked - NinjaTrader.Strategy.StrategyData:41df7505f6004df8 bf82a1e53716efe1
Order='5760992/xxxx!Dorman!ProActive' Name='Target1' New State=Cancelled Instrument='KC 03-09' Action=Buy Limit price=101.95 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
Order='5760992/xxxx!Dorman!ProActive' Name='Target1' New State=PendingCancel Instrument='KC 03-09' Action=Buy Limit price=101.95 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
Order='5760992/xxxx!Dorman!ProActive' Name='Target1' New State=Working Instrument='KC 03-09' Action=Buy Limit price=101.95 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
Order='5760992/xxxx!Dorman!ProActive' Name='Target1' New State=Accepted Instrument='KC 03-09' Action=Buy Limit price=101.95 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
TE_invalidStopAndLimitPriceDifference Affected Order: Buy 1 StopLimit @ 120.5 x 121.5
Order='5760991/xxxx!Dorman!ProActive' Name='Stop1' New State=Rejected Instrument='KC 03-09' Action=Buy Limit price=121.5 Stop price=120.5 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=OrderRejected Native
Order='5760991/xxxx!Dorman!ProActive' Name='Stop1' New State=Accepted Instrument='KC 03-09' Action=Buy Limit price=121.5 Stop price=120.5 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
Order='5756182/xxxx!Dorman!ProActive' Name='Entry' New State=Cancelled Instrument='KC 03-09' Action=Buy Limit price=120.65 Stop price=120.55 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
Order='e0bdc7425152485ea2a4e8575ac75a92/xxxxx!Dorman!ProActive' Name='Target1' New State=PendingSubmit Instrument='KC 03-09' Action=Buy Limit price=101.95 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
Order='432d22ead37b45cb98f743f23ad3f131/xxxx!Dorman!ProActive' Name='Stop1' New State=PendingSubmit Instrument='KC 03-09' Action=Buy Limit price=121.5 Stop price=120.5 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
Instrument='KC 03-09' Account='xxxx!Dorman!ProActive' Avg price=117.8 Quantity=1 Market position=Short Operation=Insert Currency=UsDollar
Execution='8729896' Instrument='KC 03-09' Account='xxxx!Dorman!ProActive' Exchange=Nybot Price=117.8 Quantity=1 Market position=Short Operation=Insert Order='5756165' Time='2/3/2009 9:53:22 AM'
Order='5756182/xxxx!Dorman!ProActive' Name='Entry' New State=PendingCancel Instrument='KC 03-09' Action=Buy Limit price=120.65 Stop price=120.55 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
Order='5756165/xxxx!Dorman!ProActive' Name='Entry' New State=Filled Instrument='KC 03-09' Action=Sell Limit price=117.75 Stop price=117.85 Quantity=1 Type=StopLimit Filled=1 Fill price=117.8 Error=NoError Native error=''
Comment