I am having trouble coding Limit orders with Multiple Time Bars. The orders are generated in the primary bars and immediately cancelled. The TraceOrders log reads as follows:
7/14/2008 9:39:42 AM Entered internal PlaceOrder() method at 7/14/2008 9:39:42 AM: Action=SellShort OrderType=Limit Quantity=100 LimitPrice=25.64 StopPrice=0 SignalName='EST' FromEntrySignal=''
7/14/2008 9:39:42 AM Entered internal PlaceOrder() method at 7/14/2008 9:39:42 AM: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='XLG' FromEntrySignal='ELG'
7/14/2008 9:39:42 AM Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=0 LimitPrice=0 StopPrice=0 SignalName='XLG' FromEntrySignal='ELG' Reason='This was an exit order but no position exists to exit'
7/14/2008 9:39:42 AM Cancelled expired order: BarsInProgress=1: Order='cf418d4694aa4e4eb4fab02c521d9979/Replay101' Name='EST' State=Working Instrument='MSFT' Action=SellShort Limit price=25.64 Stop price=0 Quantity=100 Strategy='ActVolSlpEMAMUSymbtestSLPBYSELL1T' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='cf418d4694aa4e4eb4fab02c521d9979' Gtd='12/1/2099 12:00:00 AM'
BTW I am using Market Replay to test.
For some reason when using market orders I do get fills, but Limit orders do not seem to work.
Would be grateful for any assistance. I have read the documentation on Multiple Bar Strategies but cannot figure out the problem.
Thanks
NIKI
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