Pending orders are not always cancelled after one bar
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- This topic has 7 replies, 3 voices, and was last updated 3 years ago by martentornquist.
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08/19/2020 at 11:59 AM #142035
My ProOrder system is not working as it should, pending stop orders are not always closed after 1 bar. See attached image.
The pending order was added by my ProOrder system 11:25, the clock is now 12:57 and it is still there pending (I run on 5 minute bars). Most of the time the pending order is cancelled as it should, but I see this behavior from time to time. Any idea what might be wrong?
08/19/2020 at 12:00 PM #14203608/19/2020 at 12:03 PM #142039No errors, and I don’t add it again. Here is another example. This pending order wasn’t cancelled until the bar before 11:25 order was added.
08/19/2020 at 12:13 PM #142045And 13:05 the pending order was cancelled (when a new pending order was added)… What is going on here? It actually seems that pending orders are never cancelled until a new one is added…
08/19/2020 at 12:18 PM #142048Forget about this, I am stupid 🙂 After reading the code more carefully I understand now that my pending orders are actually recreated on each new bar (and the ProOrder system is smart enough to just keep the existing open if nothing is changed).
10/27/2020 at 9:45 PM #148732Hi Marten, I’m facing the same issue, pending STOP orders do not get cancelled or replaced since the time of the first order doesn’t change after a few candles. For completeness, my conditions do not change, so no reason for the order to change.
Have you solved the issue? Can you please share the solution?
Thanks
10/28/2020 at 8:32 AM #148748Pending order expire after 1 bar of the main timeframe of your trading system. If you don’t need it anymore, make sure you reset the conditions needed to launch a new pending order.
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10/28/2020 at 8:48 AM #148750Hi Khaled,
It was a programming mistake (not understanding fully how PRT works) on my part. As Nicolas say, you have to reset your variables that trigger the creation of the order if you don’t wan’t it anymore. PRT “remembers” everything between each time it is triggered.
/Mårten
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