My buy stop orders are cancelled immediately after submitted and I am receiving these messages in the log:
Strategy A Buy order placed at '2013/7/22 14:10:00' has been ignored since the stop price is less than or equal to the close price of the current bar. This is an invalid order and subsequent orders may also be ignored. Please fix your strategy.
Order Order='359775577' Name='long10' New state=Cancelled Instrument='N225M 08-13' Action=Buy Limit price=0 Stop price=14260 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)'
As you can see the date and time shown in the message is incorrect and my stop price is not less or equal to close price of the current bar.
Comment