I had an issue this morning during a very short disconnect, NT tried to modify an order, it blew up the strategy. I get the following log message
Strategy has sent cancel requests, attempted to close the position and terminated itself
So the first and last parts I agree with, but the middle part was not at all a desired outcome (I can understand for fast strategies it could make sense, but I also run very slow strategies where this is not helpful).
What should I do so that when an strategy blows up due to an error message on modifying orders, it will cancel all outstanding orders, but not issue any orders to close its position ?
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