Cancel Pending Order Strategy Help!

October 31st, 2015, 10:13 PM

double SetupEntry = Low[1];
double SetupStop = High[1];
double T1 = Low[1] - (12 * Ticks);

if (Setup)
{
EnterShortStopLimit(0, true, 1, SetupEntry, SetupEntry, "Short");
SetStopLoss("Short", CalculationMode.Price, SetupStop, false);
SetProfitTarget("Short", CalculationMode.Price, T1);
}

This submits an order when Setup is CurrentBar, and stays active until I cancel it. How do I set a cancel order to a pending order?
I want to cancel this Limit order if the price touches SetupStop before SetupEntry.
Keep in mind, my SetupStop is the value of High[1] when it is CurrentBar, in other words it will change after each new bar.
How do I cancel the "pending order" when the price is trading at or above SetupStop? (The price that was High[1] when Setup was true)?

November 1st, 2015, 02:22 AM

kidvic

double SetupEntry = Low[1];
double SetupStop = High[1];
double T1 = Low[1] - (12 * Ticks);

if (Setup)
{
EnterShortStopLimit(0, true, 1, SetupEntry, SetupEntry, "Short");
SetStopLoss("Short", CalculationMode.Price, SetupStop, false);
SetProfitTarget("Short", CalculationMode.Price, T1);
}

This submits an order when Setup is CurrentBar, and stays active until I cancel it. How do I set a cancel order to a pending order?
I want to cancel this Limit order if the price touches SetupStop before SetupEntry.
Keep in mind, my SetupStop is the value of High[1] when it is CurrentBar, in other words it will change after each new bar.
How do I cancel the "pending order" when the price is trading at or above SetupStop? (The price that was High[1] when Setup was true)?

double SetupStop = High[1];
double T1 = Low[1] - (12 * Ticks);
IOrder myEntryOrder = null;

if (Setup)
{
myEntryOrder = EnterShortStopLimit(0, true, 1, SetupEntry, SetupEntry, "Short");
SetStopLoss("Short", CalculationMode.Price, SetupStop, false);
SetProfitTarget("Short", CalculationMode.Price, T1);
mynotExecuted=true;
}

if (OrderInvalidated && notExecuted)
{
CancelOrder(myEntryOrder);
}

protected override void OnExecution(IExecution execution)
{
if (myEntryOrder != null && myEntryOrder == execution.Order)
notExecuted=false;
}

November 1st, 2015, 02:53 AM

rleplae

double SetupStop = High[1];
double T1 = Low[1] - (12 * Ticks);
IOrder myEntryOrder = null;

if (Setup)
{
myEntryOrder = EnterShortStopLimit(0, true, 1, SetupEntry, SetupEntry, "Short");
SetStopLoss("Short", CalculationMode.Price, SetupStop, false);
SetProfitTarget("Short", CalculationMode.Price, T1);
mynotExecuted=true;
}

if (OrderInvalidated && notExecuted)
{
CancelOrder(myEntryOrder);
}

protected override void OnExecution(IExecution execution)
{
if (myEntryOrder != null && myEntryOrder == execution.Order)
notExecuted=false;
}

Thanks for the reply. Tried the code. Didn't work. Getting errors on intellisense. All my code was under OnBarUpdate() method, I have no variables, or anything else, if that makes a difference.

November 1st, 2015, 03:09 AM

kidvic

Thanks for the reply. Tried the code. Didn't work. Getting errors on intellisense. All my code was under OnBarUpdate() method, I have no variables, or anything else, if that makes a difference.

the example was conceptual

post your complete file
and i will insert the code (and test) so it works

November 1st, 2015, 03:32 AM

rleplae

the example was conceptual

post your complete file
and i will insert the code (and test) so it works

It's not quite done, still working on some other things.....
But here it is. (As you can see still working on the order quantity)

November 1st, 2015, 04:19 AM

kidvic

It's not quite done, still working on some other things.....
But here it is. (As you can see still working on the order quantity)

Still very rough, but it shows you how to do.
you would need to second trade (reset variables),
maybe exit strategy, etc...

Code

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    /// <summary>
    /// TwoTargetBull
    /// </summary>
    [Description("TwoTargetBull")]
    public class TwoTargetBull : Strategy
    {
		#region Variables
		public IOrder myEntryOrder;
		public bool myNotExecuted;
		#endregion

        protected override void Initialize()
        {
            CalculateOnBarClose = true;
			myEntryOrder = null;
			myNotExecuted = true;
        }
		
		// this method is called everytime there is an execution
		protected override void OnExecution(IExecution execution)
		 {
			// order can not be cancelled any more, we are in the trade....
 			if (myEntryOrder != null && myEntryOrder == execution.Order)
 				myNotExecuted=false;
 		 }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
 
			double SetupStop = Low[1];
			double SetupEntry = Close[1];	
			double T1 = SetupEntry + (5 * TickSize);
			double T2 = SetupEntry + (8 * TickSize);
			bool OrderInvalidated = false;

			if  (Close[0] < Close[1] && Low[1] == Low[2]) 
				{
				myEntryOrder = EnterLongStopLimit(0, true, 2, SetupEntry, SetupEntry, "T1");
				SetStopLoss("T1", CalculationMode.Price, SetupStop, false);
				SetProfitTarget("T1", CalculationMode.Price, T1);
//				SetProfitTarget2("T2", CalculationMode.Price, T2);
				myNotExecuted = true;
				}

			/// write your code that will trigger the cancel of the order
			// whatever condition goes next : 
			if (1 == 2)
				{
					OrderInvalidated = true;
				}
			
			// if OrderInvaldiate true and order not yet executed, cancel it
			if (OrderInvalidated && myNotExecuted)
				{
				CancelOrder(myEntryOrder);
				}
				
		}
		
	
		
        #region Properties
    
        #endregion
    }
}

November 1st, 2015, 04:49 AM

rleplae

Still very rough, but it shows you how to do.
you would need to second trade (reset variables),
maybe exit strategy, etc...

Code

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    /// <summary>
    /// TwoTargetBull
    /// </summary>
    [Description("TwoTargetBull")]
    public class TwoTargetBull : Strategy
    {
		#region Variables
		public IOrder myEntryOrder;
		public bool myNotExecuted;
		#endregion

        protected override void Initialize()
        {
            CalculateOnBarClose = true;
			myEntryOrder = null;
			myNotExecuted = true;
        }
		
		// this method is called everytime there is an execution
		protected override void OnExecution(IExecution execution)
		 {
			// order can not be cancelled any more, we are in the trade....
 			if (myEntryOrder != null && myEntryOrder == execution.Order)
 				myNotExecuted=false;
 		 }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
 
			double SetupStop = Low[1];
			double SetupEntry = Close[1];	
			double T1 = SetupEntry + (5 * TickSize);
			double T2 = SetupEntry + (8 * TickSize);
			bool OrderInvalidated = false;

			if  (Close[0] < Close[1] && Low[1] == Low[2]) 
				{
				myEntryOrder = EnterLongStopLimit(0, true, 2, SetupEntry, SetupEntry, "T1");
				SetStopLoss("T1", CalculationMode.Price, SetupStop, false);
				SetProfitTarget("T1", CalculationMode.Price, T1);
//				SetProfitTarget2("T2", CalculationMode.Price, T2);
				myNotExecuted = true;
				}

			/// write your code that will trigger the cancel of the order
			// whatever condition goes next : 
			if (1 == 2)
				{
					OrderInvalidated = true;
				}
			
			// if OrderInvaldiate true and order not yet executed, cancel it
			if (OrderInvalidated && myNotExecuted)
				{
				CancelOrder(myEntryOrder);
				}
				
		}
		
	
		
        #region Properties
    
        #endregion
    }
}

strategy not enabling. Error in log: Error on calling 'onbarupadate' object reference not set to an instance of an object

November 1st, 2015, 05:24 AM

kidvic

strategy not enabling. Error in log: Error on calling 'onbarupadate' object reference not set to an instance of an object

problem was in the initial code
it was executing on historical data
now it runs

Code

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    /// <summary>
    /// TwoTargetBull
    /// </summary>
    [Description("TwoTargetBull")]
    public class TwoTargetBull : Strategy
    {
		#region Variables
	    private IOrder myEntryOrder=null;
		
		public bool myNotExecuted;
		#endregion

        protected override void Initialize()
        {
            CalculateOnBarClose = true;
			myEntryOrder = null;
			myNotExecuted = true;
        }
		
		// this method is called everytime there is an execution
		protected override void OnExecution(IExecution execution)
		 {
			// order can not be cancelled any more, we are in the trade....
 			if (myEntryOrder != null && myEntryOrder == execution.Order)
 				myNotExecuted=false;
 		 }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
 
			
			if(Historical) 
				return;
			
			double SetupStop = Low[1];
			double SetupEntry = Close[1];	
			double T1 = SetupEntry + (5 * TickSize);
			double T2 = SetupEntry + (8 * TickSize);
			bool OrderInvalidated = false;

			if  (Close[0] < Close[1] && Low[1] == Low[2] && myNotExecuted == false) 
				{
				myEntryOrder = EnterLongStopLimit(0, true, 2, SetupEntry, SetupEntry, "T1");
				SetStopLoss("T1", CalculationMode.Price, SetupStop, false);
				SetProfitTarget("T1", CalculationMode.Price, T1);
//				SetProfitTarget2("T2", CalculationMode.Price, T2);
				myNotExecuted = true;
				}

			/// write your code that will trigger the cancel of the order
			// whatever condition goes next : 
			if (1 == 2)
				{
					OrderInvalidated = true;
				}
			
			// if OrderInvaldiate true and order not yet executed, cancel it
			if (OrderInvalidated && myNotExecuted)
				{
				 AtmStrategyCancelEntryOrder("T1");
				 myNotExecuted = false;
				 myEntryOrder = null;
				}
		}
        #region Properties
    
        #endregion
    }
}

you might be interested to study a live strategy i wrote on :

Ron's Alpha Trade Method (ATM) BOT

Hello

I have been trading for some time the Alpha Trading Method (and been posting trades to both the thread ATM Trading Method Vendor Free ( and my personal trading journal (.
Credit for the initial posting of the ATM method goes to JDNeeman and …

November 1st, 2015, 05:48 AM

rleplae

problem was in the initial code
it was executing on historical data
now it runs

Code

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    /// <summary>
    /// TwoTargetBull
    /// </summary>
    [Description("TwoTargetBull")]
    public class TwoTargetBull : Strategy
    {
		#region Variables
	    private IOrder myEntryOrder=null;
		
		public bool myNotExecuted;
		#endregion

        protected override void Initialize()
        {
            CalculateOnBarClose = true;
			myEntryOrder = null;
			myNotExecuted = true;
        }
		
		// this method is called everytime there is an execution
		protected override void OnExecution(IExecution execution)
		 {
			// order can not be cancelled any more, we are in the trade....
 			if (myEntryOrder != null && myEntryOrder == execution.Order)
 				myNotExecuted=false;
 		 }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
 
			
			if(Historical) 
				return;
			
			double SetupStop = Low[1];
			double SetupEntry = Close[1];	
			double T1 = SetupEntry + (5 * TickSize);
			double T2 = SetupEntry + (8 * TickSize);
			bool OrderInvalidated = false;

			if  (Close[0] < Close[1] && Low[1] == Low[2] && myNotExecuted == false) 
				{
				myEntryOrder = EnterLongStopLimit(0, true, 2, SetupEntry, SetupEntry, "T1");
				SetStopLoss("T1", CalculationMode.Price, SetupStop, false);
				SetProfitTarget("T1", CalculationMode.Price, T1);
//				SetProfitTarget2("T2", CalculationMode.Price, T2);
				myNotExecuted = true;
				}

			/// write your code that will trigger the cancel of the order
			// whatever condition goes next : 
			if (1 == 2)
				{
					OrderInvalidated = true;
				}
			
			// if OrderInvaldiate true and order not yet executed, cancel it
			if (OrderInvalidated && myNotExecuted)
				{
				 AtmStrategyCancelEntryOrder("T1");
				 myNotExecuted = false;
				 myEntryOrder = null;
				}
		}
        #region Properties
    
        #endregion
    }
}

you might be interested to study a live strategy i wrote on :

Ron's Alpha Trade Method (ATM) BOT

Hello

I have been trading for some time the Alpha Trading Method (and been posting trades to both the thread ATM Trading Method Vendor Free ( and my personal trading journal (.
Credit for the initial posting of the ATM method goes to JDNeeman and …

Thank you. I fixed that error// but ill test this new code.

Cancel Pending Order Strategy Help!

Discussion in NinjaTrader

Cancel Pending Order Strategy Help!