I'm working through some issues in my new code... I'm not sure exactly what I'm looking for yet.
But first, I've noticed that "cancel strategy orders on strategy termination" doesn't seem to work with orders submitted on secondary bars. Just add a second Bar, place a order on both, and then terminate the strategy. Order on the primary/original bar is canceled, but not the other orders.
Is this known behavior? Any suggestion for getting around it?
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