order cancellation - NinjaTrader Programming | futures io social day trading
futures io futures trading


order cancellation
Updated: Views / Replies:4,089 / 11
Created: by kaywai Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

order cancellation

  #11 (permalink)
Elite Member
Dublin, Ireland.
 
Futures Experience: Advanced
Platform: NinjaTrader, TOS, Multicharts, Open Source various
Favorite Futures: FDAX, cable/yen, FX, options on commodities
 
mrticks's Avatar
 
Posts: 67 since Jun 2009
Thanks: 16 given, 9 received


baruchs View Post
EnterLongLimit(Price);
Will be valid for 1 bar. Of course if you issue this order on each bar then until you stop doing it the order will exist.

How do you want me to respond to it?
Baruch

No need. I just looked over the sample live until cancelled strategy and you have to set false in the enter limit section in order for the order to cancel after one bar close.

If set to true then the order is kept alive until cancelled.

 
Code
/* CrossAbove/Below conditions usually do not evaluate to true for several bars in a row.
               If we submitted with liveUntilCancelled = false our order would be cancelled on the next bar as the condition is no longer true.
               If we wanted to persist our order we would want to use liveUntilCancelled = true. */
            if (CrossAbove(SMA(Fast), SMA(Slow), 1))
            {
            /*     This order is kept alive until explicitly cancelled. For information on how to explicitly cancel this order please see this reference sample:
                http://www.ninjatrader-support2.com/vb/showthread.php?t=18890 */
                EnterLongLimit(0, true, DefaultQuantity, entryPrice, "live until cancelled long");
            }
            
            if (Close[0] > Open[0])
            {
                // This EnterLongLimit is cancelled if the conditions that caused it are no longer true. It is then resubmitted upon the conditions being true again.
                EnterLongLimit(0, false, DefaultQuantity, entryPrice, "long order to be resubmitted");
            }
            
            if (CrossBelow(SMA(Fast), SMA(Slow), 1))
                ExitLong();
Sample strat from the NT site:

Strategy: Keeping orders alive - NinjaTrader Support Forum

Reply With Quote
 
  #12 (permalink)
Elite Member
Israel
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: pfg
Favorite Futures: eminis
 
Posts: 323 since Jun 2009
Thanks: 6 given, 206 received

Limit orders have 6 overloads. Only one has "live until cancel true/false". All other are valid for only one bar unless you renew it on the next bar. The one that has LUC you only need if you have more than one time frame in your strategy. So why use it if you don't have more TF's.

Baruch

Reply With Quote

Reply



futures io > > > > > order cancellation

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Multi Time Frame Strategy Cancellation jthom NinjaTrader Programming 2 October 9th, 2014 12:00 PM
Order Ticker Default User The Elite Circle 30 July 20th, 2011 11:58 AM
Limit Order LukeGeniol Terms (Glossary) 0 June 29th, 2010 02:38 AM
Stop Order Big Mike Terms (Glossary) 0 June 28th, 2010 01:25 AM
Z-Order Programmically DavidHP NinjaTrader Programming 3 April 30th, 2010 07:54 PM


All times are GMT -4. The time now is 03:18 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-11 in 0.08 seconds with 19 queries on phoenix via your IP 54.226.172.30