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An exit order placed. . . has been ignored
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Thanks Ray, with the following output, I now fully understand what Dierk meant:
5/24/2006 12:00:00 AM Entered internal PlaceOrder() method at 5/24/2006 12:00:00 AM: Action=Buy OrderType=Limit Quantity=1 LimitPrice=1.2717 StopPrice=0 SignalName='' FromEntrySignal=''
20070101: Order='NT-00000/Back101' Name='Buy' State=PendingSubmit Instrument='$EURUSD' Action=Buy Limit price=1.2717 Stop price=0 Quantity=1 Strategy='RSITRAD' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='e3278a1193b94d8fac2d8077efedb889' Gtd='12/1/2099 12:00:00 AM'
20070101: Order='NT-00000/Back101' Name='Buy' State=Accepted Instrument='$EURUSD'
My guess as to what is going on is that in historical backtest, the Time[0] in OnOrderUpdate() is still the right most bar. In this test, the data set is 2006. So I guess it thinks the "rightmost" data set is 2007/1/1, as you see in the output.
I at least understand that this is consistent with the live case, and maybe can even imagine that this is preferred by the developers. On the other hand, I found this confusing, because I expected--perhaps mistakenly--that Time[0] in OnOrderUpdate() would reflect the simulated order fill time in NT. I am guilty of expecting NT simulation to feel as close to the real thing as possible.
At any rate, now I understand, and will move on. Thanks for your help.
-Henry
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