I have a strategy which it only places one market order using the EnterLong method.
I'm running a backtest through only one day using the Strategy Analyzer.
The EnterLong method gets executed and the order is placed. The problem is that it never gets filled using the Order Fill Resolution set to High, 1 Tick. It fills normally using the Standard resolution. I've checked the Historical data and it's downloaded.
Could anyone help me on why the orders are never filled, please?
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