Oco

[sebastienb]

Hi All,

Does an OCO order submited thanks to the NTCommand function has to be linked with an ATMStrategy ? I want to use OCO orders but not the SuperDOM is this possible ?

I have this in my code :
Success = NTCommand("PLACE", AccountID, "SELL", TG1Qty, "LIMIT", PivotLevel + TicksTarget1, 0, "DAY", "StopLong1" & "_" & SymbolID & "_" & StrategyID & "_" & StratSubID & "_" & OrderID, "TargetLong1" & "_" & SymbolID & "_" & StrategyID & "_" & StratSubID & "_" & OrderID, "", "");

I don't have any error message, NT is processing, but nothing happen there is no order placed in the market :

01/04/2009 14:50:38;ATI;AT,
'PLACE;Sim101;FESXM09;BUY;1;LIMIT;1961;0;DAY;StopS hort1_FESXM09_NT_Cassure_v1_A_14:50:31;TargetShort 1_FESXM09_NT_Cassure_v1_A_14:50:31;;' processing ;

Regards.

[NinjaTrader_Bertrand]

Hi, you don't have to call an ATM strategy template with the Command function however when you do this the stop and target will be linked via OCO. So you don't see a limit order 'Working' under the orders tab with your command?

[sebastienb]

Correct I don't see neither the limit order nor the stop order working under th orders tab.

I don't know why, is something wrong with my NTCommand (I use TradeStation for signal generation) ?

[NinjaTrader_Josh]

sebastienb,

Just to be clear, the way you place OCO orders for stops and targets is you need to call NTCommand() twice and place in a stop order and a target order. Then you want to be sure that on the OCO parameter for the NTCommand() that you use the same OCO id for both the stop and target orders.

[sebastienb]

What's surprising is that it looks like that what I did is correct.

Here is the NTCommand that I use in my TS code :

Success = NTCommand("PLACE", AccountID, "SELL", TG1Qty, "LIMIT", PivotLevel + TicksTarget1, 0, "DAY", "StopLong1" & "_" & SymbolID & "_" & StrategyID & "_" & StratSubID & "_" & OrderID, "TargetLong1" & "_" & SymbolID & "_" & StrategyID & "_" & StratSubID & "_" & OrderID, "", "");

Success = NTCommand("PLACE", AccountID, "SELL", TG1Qty, "STOP", 0, PivotLevel - TicksStop1, "DAY", "TargetLong1" & "_" & SymbolID & "_" & StrategyID & "_" & StratSubID & "_" & OrderID, "StopLong1" & "_" & SymbolID & "_" & StrategyID & "_" & StratSubID & "_" & OrderID, "", "");

[NinjaTrader_Josh]

Are you still experiencing difficulties?

[sebastienb]

Still experiencing difficulties. I'm currently using the Sim Mode does this have an impact on OCO orders placement ?

[NinjaTrader_Bertrand]

No, the orders would then only be placed on the Sim101 internally. Are you connected to live data in NinjaTrader when you try your code?

[sebastienb]

Yes I'm connected to the TradeStation live date feed.

I tried to use the NTCommand to change on order and had the same problem, processing but nothing happen :

Success = NTCommand("CHANGE", "", "", RemainingPos_TBT, "", 0, PrixTheorique, "", "", "StopLong1" & "_" & SymbolID & "_" & StrategyID & "_" & StratSubID & "_" & OrderID, "", "");

I didn't have any error message but my order wasn't changed and in the log tab I have this :

03/04/2009 18:04:25;ATI;AT, 'Cancel;;FESXM09;;0;;0;0;;;EnterLong_FESXM09_NT Color Switch_A_17:55:22;;' processing ;

I don't understand where is my mistake

[NinjaTrader_Bertrand]

sebastienb, please contact me at support at ninjatrader dot com Attn Bertrand with your log and trace files and the TS code you used, I will then review this and get back to you - Thanks!

[sebastienb]

Ok thanks Bertrand I will send to you the code.

I have another question I have this in my strategy :

If PositionLive_TBT < 0 then begin
Success = NTCancel("TargetShort1" & "_" & SymbolID & "_" & StrategyID & "_" & StratSubID & "_" & OrderID);
Success = NTCancel("TargetShort2" & "_" & SymbolID & "_" & StrategyID & "_" & StratSubID & "_" & OrderID);
Success = NTCancel("StopShort1" & "_" & SymbolID & "_" & StrategyID & "_" & StratSubID & "_" & OrderID);
Success = NTSellMarket("ExitShortOnReverse" & "_" & SymbolID & "_" & StrategyID & "_" & StratSubID & "_" & OrderID, RemainingPos_TBT);
End;

The SellMarket is correctly send in the but orders "TargetShort1" and TargetShort", "Stopshort1" are not canceled I'm not sure to understand why ?

ManyThanks,

Sebastien

[NinjaTrader_Bertrand]

Thanks I will have a look at the code and comment - do you get an error for the order id not being found, I suspect and issue there, can you try with a simple one to verify like the "MyOrderId" used in the NTSample TS code?

[sebastienb]

Bertrand I'm not sure to understand what you want me to do, to replace

Success = NTCancel("TargetShort1" & "_" & SymbolID & "_" & StrategyID & "_" & StratSubID & "_" & OrderID);

by something simpler like (is my original order ID to long ?)

Succes = NTCancel("MyOrderId")

Or to do something like this :

MyOrderID = "TargetShort1" & "_" & SymbolID & "_" & StrategyID & "_" & StratSubID & "_" & OrderID

Succes = NTCancel(MyOrderId)

Regards,

Sebastien

[NinjaTrader_Bertrand]

Hi Sebastien - yes I was suggesting simplifying your code to track down the issue and then work up from there. Did you already send me your code to support at ninjatrader dot com? Then I can have a look...Thanks!