In a strategy, what, other than a call to CancelOrder can cause an order to be cancelled in the middle of the day?
I have a single line of code for cancelling an order in my strat.
I entered a trade along with a stop and target. Eventually, (read about 10 minutes) the stop and target orders got cancelled without my code for CancelOrder ever being hit (I had a breakpoint and a print statement on it). This left me with a naked trade that was obviously not what I wanted. So, what can cause this? It was not and end of day situation, it was not a rollover, it was not some error (nothing in the log.). Any ideas?
Thanks ... Ed
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