Cancelled pending exit order

[dbw451]

I'm programming a stop and reverse strategy. A reverse order is placed after the initial position is closed via a filled stop and the associated target order is canceled. A reverse order is placed (via a market order) and is accepted. Once the reverse position state is 'Filled', I place a stop and target order using the entry name of the reverse order. Both the stop and target orders are accepted and in the 'Working' state.

For some trades using the back-tester, my stop and target orders are then canceled. The trace messages I get are:

"Cancelled pending exit order, since associated position is closed"

There's a couple of issues with this:

1. The stop and target orders are 'Working' not 'Pending'.
2. The stop and target orders are associated with the reverse position which is not closed, it's still open (now without a stop or target order).

A position that is closed is the initial position that got stopped out before the reverse position was put on. The stop and target orders that are canceled are not associated with that initial position (which has a different entry name).

I've searched through the forum, looking for related problems and see in this thread:

http://www.ninjatrader-support2.com/...ad.php?t=12619

that Ninja has some internal signal tracking issues. My problem seems related to the issue detailed in that thread.

I'll wait for the next maintenance release before spending hours trying to create a minimum strategy that can reproduce the problem.

Regards,

David
dbw451

[NinjaTrader_Bertrand]

Hi David, thanks for your post and sorry for the inconvenience caused - were you running your strategy with the order handling set to 'PerEntryExecution' under the 'Strategies' tab?

[dbw451]

Yes, I have the "Stop & target submission" set to "Per entry execution", however I'm not sure that would make any difference since I'm currently trying to keep order handling simple and do all my back-testing with one futures contract.

Regards,

David
dbw451

[NinjaTrader_Josh]

David,

What you are experiencing may or may not fall into that category. Please let us know after you try it out on that release which will be out shortly. Thanks.

[dbw451]

Ok, thanks Josh. I look forward to testing out the new release.

Regards,

David
dbw451