In the log output, I have the following logs:
8/19/2015 12:54:00 PM Strategy 'NQDayTrade/-1': Entered internal SubmitOrderUnmanaged() method at 8/19/2015 12:54:00 PM: BarsInProgress=0 Action=Sell OrderType=StopMarket Quantity=2 LimitPrice=0 StopPrice=4482.75 SignalName='stop sell 1'
Sell stop 4482.75 stop sell 1
short cross over at 8/19/2015 12:54:00 PM
8/19/2015 12:55:00 PM 126511.902714423 168903 173683 253023.805428846 257520 262300
8/19/2015 12:56:00 PM 137247.53859968 173683 181097 274495.077199361 262300 269714
cancel order orderId='NT-00011-71' account='Backtest' name='stop sell 1' orderState=Working instrument='NQ 06-16' orderAction=Sell orderType='Stop Market' limitPrice=0 stopPrice=4482.75 quantity=2 tif=Gtc oco='' filled=0 averageFillPrice=0 id=-1 gtd='2099-12-01'
cancel sell order at 8/19/2015 12:56:00 PM
8/19/2015 12:57:00 PM 87715.5141810415 181097 185220 175431.028362083 269714 91720
8/19/2015 12:58:00 PM 112919.470973511 185220 195003 225838.941947021 91720 101503
8/19/2015 12:59:00 PM 171858.166871016 195003 217207 343716.333742033 101503 123707
Cancel all orders
cancel order orderId='NT-00011-71' account='Backtest' name='stop sell 1' orderState=Working instrument='NQ 06-16' orderAction=Sell orderType='Stop Market' limitPrice=0 stopPrice=4482.75 quantity=2 tif=Gtc oco='' filled=0 averageFillPrice=0 id=-1 gtd='2099-12-01'
8/19/2015 1:00:00 PM 516776.028223527 217207 329662 1033552.05644705 123707 236162
You can see that the order was submitted at 12:54pm, and was cancelled at 12:56pm, but it did not work. And it was cancelled again at 1:00pm, the order state was still working.
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