Here an important issue within the simulator that I couldn't solve yet.
Previous observation: the issue does happen with some Forex instruments but not all of them. In this case, the failure pops for GBPUSD and EURUSD but not for USDJPY and USDCNH.
The issue is simple. I set a simulation with Sim101 only for the GBPUSD. After activating it, I watch the Trace Order log, which is below. What you can see it's an internal working Sell Order that is below the market and yet, it didn't get filled. Not only that, the allegedly working doesn't show in the Order Tab either. I can't understand how this is possible.
I have set the Strategies in the simulator for "immediately submit live working historical orders".
I will continue to look for the cause of this and solve it, but I'm stuck, so any ideas, suggestions...etc would be appreciated.
TRACE ORDER LOG
6/26/2019 5:01:00 PM Entered internal SubmitOrder() method at 6/26/2019 5:01:00 PM: Action=Sell OrderType=Limit Quantity=0.1M LimitPrice=1.2663 StopPrice=0 OcoId='' Name='SET SHORT'
Changing unmanaged order at 6/26/2019 3:51:34 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
Changing unmanaged order at 6/26/2019 3:51:55 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
Changing unmanaged order at 6/26/2019 3:51:57 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
Changing unmanaged order at 6/26/2019 3:51:58 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
Changing unmanaged order at 6/26/2019 3:52:01 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
Changing unmanaged order at 6/26/2019 3:52:08 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
Changing unmanaged order at 6/26/2019 3:52:08 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
Changing unmanaged order at 6/26/2019 3:52:09 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
Changing unmanaged order at 6/26/2019 3:52:10 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
Changing unmanaged order at 6/26/2019 3:52:15 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
6/26/2019 3:52:16 AM CancelAllOrders: BarsInProgress=0
**NT** Disabling NinjaScript strategy 'RTS/3354839a3a8344bcabc12b30e2a74e15'
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