ninjatrader strategy dosent send all of my order to IB

March 12th, 2015, 09:27 AM

Hi
i'm using the NT7 with an integration to IB broker, my code include's multiple entries (long) + take profit orders.
Every time i start the trading it implements the first buy(long) and i can see the take profit order at the IB pending's.
my problem is that every time that one of my other conditions filled and suppose to enter with an extra lots (long), that includes cases that i'm flat (without any position), it just dosen't get filled .
BTW when im doing disable and back to enable on the stock at the NT strategy, it does starting to work (when im flat)
does anyone has any idea what is the problem?
thanks

March 12th, 2015, 11:05 AM

barbi

Hi
i'm using the NT7 with an integration to IB broker, my code include's multiple entries (long) + take profit orders.
Every time i start the trading it implements the first buy(long) and i can see the take profit order at the IB pending's.
my problem is that every time that one of my other conditions filled and suppose to enter with an extra lots (long), that includes cases that i'm flat (without any position), it just dosen't get filled .
BTW when im doing disable and back to enable on the stock at the NT strategy, it does starting to work (when im flat)
does anyone has any idea what is the problem?
thanks

To understand the problem, you need to analyze the code of your strategy.

For example "EntriesPerDirection = 1" will not allow multiple entries.

Alternatively, additional entries may be ignored, if the margin requirements for multiple entries are not met.

March 15th, 2015, 07:03 AM

Hi
Thanks for your respond
I've analyzed my code and still haven't found the problem. the EnrtyPerDirection is fine ( more then 1)
and there's no problem with the margin requirements.
I tried everything' as far as i know, therefore I've added the structure of my code, in case that you'll recognized anything that i missed and
can cause a failure to enter more positions after entering the first one ( sometimes it does buys at the NT strategy but not at the BI platform)
thank's a lot !

protected override void Initialize()
{
EntriesPerDirection = 10;
EntryHandling = EntryHandling.AllEntries;
CalculateOnBarClose = true;
Add(VOL())
}

protected override void OnBarUpdate()
{
if (Position.MarketPosition == MarketPosition.Flat)
{

EnterLong(xsize, ""); // the size calculates
} By function

last_buy_price = Open[BarsSinceEntry()];// holds my last entering price for quantity calculation

if (Position.MarketPosition != MarketPosition.Flat&& //one more
condition)
{
// enter long again if all conditions are true
}
}

protected override void OnPositionUpdate(IPosition position)
{
if (position.MarketPosition == MarketPosition.Long)
{
//Take profit condition
}

March 15th, 2015, 05:09 PM

You would need to run the strategy and debug it for finding errors. Just a few code snippets do not allow to answer your questions.

ninjatrader strategy dosent send all of my order to IB

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ninjatrader strategy dosent send all of my order to IB