I have been trading this strategy 3 months on last year ETFs and since May 2011 on several futures contracts like ES,ZN,ZB, 6E, CL, and I think I already debugged all possible problems, but as I struggle with DX and SB contracts to execute trades on ICE (I have to speak with Bret) I am starting to have problems with TF contract. DO you have an idea where could be this problem and how to avoid it?
12/29/2011 11:27 PM Strategy Strategy 'EriaV02F03MRD_Long/eeb74d9e0a4743d4ac45c8bc6ab83003' submitted an order that generated the following error 'OrderRejected'. Strategy has sent cancel requests, attempted to close the position and terminated itself. 12/29/2011 11:27 PM Order Trading Technologies - Velocity, From Gateway: EX: GTCs must be submitted as limit or stop limit orders. affected Order: Buy 1 Market
Is it just that if I am using exit on close true to set all orders as daily orders? - but that might be a problem on currencies where trading sessions do not end in one single day but the next one....
Thank you
N.
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