NT submits stopLoss order in wrong place
**edit1: ran it with mkt replay. seems like upon a long fill, NT submits a stop loss sell order above the mkt, crashing the strategy
When i run StrategyAnalyzer on a strategy, it is doing onBarUpdate, but halfway through it kicks back into Initialize() section. What could cause that?
7.0.1000.4
Pls refer to the Output below.
It runs initialize section, then onStartup section, then starts processing through OnBarUpdate
But at 4/29 11:01:41
it drops out of onBarUpdate, and restarts Initialize section
Normally not a problem, but a few bars prior I took a position, and this return to Iniitialize somehow this kills my current stop
j0421.. begin Initialize() section-----------------------
done checking nBarExit
--end Initialize() section
---begin OnStartUp routine ------------------------
res header hdr2 hdr3 hdr4 atm origBidUpL origBidupS enMoveThresh BarsMaxOrderML takeR1 Tgtn EnFilt takeBuffer waitMomoCongru minBuffLevel Date Time N PTot PLoDay PHiDay PHalf PLhalfHr PHhalfHr
---leaving OnStartUp routine ------------------------
4/29 9:56:33 j0421 r3 3.51 [6J] SETUP LONG ftz2L 0.01227 05/05/be-1@4
4/29 9:57:26 j0421 r3 3.51 [6J] LONG FILL 1 @ 0.01227
4/29 9:58:14 j0421 r3 3.51 [6J] LONG AtmStyle Stop = 0.012267
4/29 9:58:14 j0421 r3 3.51 [6J] <<< Now FLAT >>> Total Ticks = 5
4/29 9:58:25 j0421 r3 3.51 [6J] Setup Long ML-f 0.012277 !takeL !takeML bufEarly=0 buf:0 Move2-5 StepLen>12 !MoBreak!
4/29 10:07:22 j0421 r3 3.51 [6J] SETUP LONG ftz2L 0.012277 05/05/be-1@4
4/29 10:12:17 j0421 r3 3.51 [6J] cxl-LONG ftz2L doji moved . Success=false
4/29 10:18:40 j0421 r3 3.51 [6J] SETUP LONG ftz2L 0.012293 05/05/be-1@4
4/29 10:21:55 j0421 r3 3.51 [6J] cxl-LONG ftz2L doji moved . Success=false
4/29 10:29:37 j0421 r3 3.51 [6J] SETUP LONG ftz2L 0.012293 05/05/be-1@4
4/29 10:35:20 j0421 r3 3.51 [6J] cxl-LONG ftz2L moved . Success=false
4/29 10:45:03 j0421 r3 3.51 [6J] SETUP LONG ftz2L 0.012296 05/05/be-1@4
4/29 10:51:08 j0421 r3 3.51 [6J] cxl-LONG ftz2L moved . Success=false
4/29 10:58:57 j0421 r3 3.51 [6J] SETUP LONG ftz2L 0.012298 05/05/be-1@4
4/29 10:59:33 j0421 r3 3.51 [6J] cxl-LONG ftz2L moved . Success=false
4/29 11:00:26 j0421 r3 3.51 [6J] SETUP LONG ftz2L 0.012325 05/05/be-1@4
4/29 11:00:50 j0421 r3 3.51 [6J] LONG FILL 1 @ 0.012325
4/29 11:01:41 j0421 r3 3.51 [6J] Setup Short ML-f 0.012324 !takeML !takeS bufEarly=0 buf:0
j0421.. begin Initialize() section-----------------------
done checking nBarExit
--end Initialize() section
4/29 12:04:27 j0421 r3 3.51 [6J] Setup Long ML-f 0.01231 !takeL !takeML bufEarly=0 buf:0 BrkWas>5.5:Continue?Tired? Move2-5 MoNoBreak
4/29 12:55:31 j0421 r3 3.51 [6J] SETUP LONG ftz2L 0.012308 05/05/be-1@4
4/29 13:09:53 j0421 r3 3.51 [6J] SETUP LONG ftz2L 0.01231 05/05/be-1@4
4/29 13:59:04 j0421 r3 3.51 [6J] SETUP LONG ftz2L 0.012311 05/05/be-1@4
4/29 14:13:27 j0421 r3 3.51 [6J] LONG AtmStyle Stop = 0.012321
4/29 14:13:45 j0421 r3 3.51 [6J] <<< Now FLAT >>> Total Ticks = 1
4/29 14:20:01 j0421 r3 3.51 [6J] Setup Long ftz2L-f 0.012318 !ok2-Clock 05/05/be-1@4
4/29 14:59:55 j0421 r3 3.51 [6J] Setup Long ftz2L-f 0.012324 !ok2-Clock 05/05/be-1@4
4/29 15:15:23 j0421 r3 3.51 [6J] Setup Long ftz2L-f 0.01233 !ok2-Clock 05/05/be-1@4
4/29 16:59:54 j0421 r3 3.51 [6J] Setup Short ML-f 0.01233 !ok-Clock timeNoTrade !takeML !takeS bufEarly=0 buf:0
res j0421 r3 3.51 [6J] 23/7/8+0edCL -1 -1 4 5 0 nTgtn yEnFilt ntakeBuffer nwaitMomoCongruence -2 4/29 16:59:54 0 $0 $0 $0 $0 $0 $0
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