The CLOSESTRATEGY COMMAND doesn´t closed the position about the one open FDAX-Future, only the target and the stop orders where canceled.
Here you can see the logfile(I changed only account number). Why was the position not closed?
Torso
14/08/2007 15:35:59 Order Order='776029134/Uxxxx' Name='Stop1' New State=Cancelled Instrument='FDAX 09-07' Action=Sell Limit price=0 Stop price=7496.5 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='Order Storniert - Grund: (202)'
14/08/2007 15:35:59 Order Order='776029135/Uxxxx' Name='Target1' New State=Cancelled Instrument='FDAX 09-07' Action=Sell Limit price=7519 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error='Order Storniert - Grund: (202)'
14/08/2007 15:35:58 Order Order='776029135/Uxxxx' Name='Target1' New State=PendingCancel Instrument='FDAX 09-07' Action=Sell Limit price=7519 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
14/08/2007 15:35:58 Order Order='776029134/Uxxxx' Name='Stop1' New State=PendingCancel Instrument='FDAX 09-07' Action=Sell Limit price=0 Stop price=7496.5 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
14/08/2007 15:35:58 Strategy Cancelling any remaining strategy orders
14/08/2007 15:35:58 ATI AT 'CLOSESTRATEGY;;;;;;;;;;;;DAX_1min_Target.7.5_Stop .15' processing
14/08/2007 15:32:05 Order Order='776029135/Uxxxx' Name='Target1' New State=Working Instrument='FDAX 09-07' Action=Sell Limit price=7519 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
14/08/2007 15:32:05 Order Order='776029135/Uxxxx' Name='Target1' New State=Accepted Instrument='FDAX 09-07' Action=Sell Limit price=7519 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
14/08/2007 15:32:05 Order Order='776029134/Uxxxx' Name='Stop1' New State=Working Instrument='FDAX 09-07' Action=Sell Limit price=0 Stop price=7496.5 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
14/08/2007 15:32:05 Order Order='776029134/Uxxxx' Name='Stop1' New State=Accepted Instrument='FDAX 09-07' Action=Sell Limit price=0 Stop price=7496.5 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
14/08/2007 15:32:04 Position Instrument='FDAX 09-07' Account='Uxxxx' Avg price=7511.5544 Quantity=1 Market position=Long Operation=Insert Currency=Euro
14/08/2007 15:32:03 Order Order='9df708400e124fc3b88e310293a23ab0/Uxxxx' Name='Target1' New State=PendingSubmit Instrument='FDAX 09-07' Action=Sell Limit price=7519 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
14/08/2007 15:32:03 Order Order='303fabc33a8d465d8b17a4b4e48fea28/Uxxxx' Name='Stop1' New State=PendingSubmit Instrument='FDAX 09-07' Action=Sell Limit price=0 Stop price=7496.5 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
14/08/2007 15:32:03 Execution Execution='FDAX 09-07/0000e7d2.4519c8ad.01.01' Instrument='FDAX 09-07' Account='Uxxxx' Exchange=Eurex Price=7511.5 Quantity=1 Market position=Long Operation=Insert Order='776029133' Time='14/08/2007 15:32:03'
14/08/2007 15:32:03 Order Order='776029133/Uxxxx' Name='Entry' New State=Filled Instrument='FDAX 09-07' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=7511.5 Error=NoError Native error=''
14/08/2007 15:32:03 Order Order='776029133/Uxxxx' Name='Entry' New State=Working Instrument='FDAX 09-07' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
14/08/2007 15:32:02 Order Order='776029133/Uxxxx' Name='Entry' New State=Accepted Instrument='FDAX 09-07' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
14/08/2007 15:32:02 Order Order='11ac3d73a5364c6ebc91b17500842c25/Uxxxx' Name='Entry' New State=PendingSubmit Instrument='FDAX 09-07' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
14/08/2007 15:32:02 Order Submitting order with strategy
14/08/2007 15:32:02 ATI AT 'PLACE;Uxxxx;FDAX 09-07;BUY;1;MARKET;0;0;DAY;;DAX_1min_Target.7.5_Stop. 15;NT_DAX_1min_Target.7.5_Stop.15;DAX_1min_Target. 7.5_Stop.15' processing
Comment