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run Strategy script in replay

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    run Strategy script in replay

    Hi,

    When I try to run the strategy in a replay, it seems the order will be in pending, then accepted, then cancelled.
    But I dont see any error, is it normal? Or in replay I cant do any orders?

    #2
    Could be may reasons ... Orders will get canceled e.g. as you press cancel or you close your ATM strategy or your NinjaScript strategy fails to resubmit order on next bar. You need to analyze your setup in order to understand what's going on.

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      #3
      I have no idea, it seems the order never filled, and cancelled.

      I only have a simple condition, and all I tell it to do is open LONG/SHORT for the oposite situation.

      Also the order is always active until filled, and order is market order. There is no oposite situation of this order.

      I cant think of any reason why it would cancelled very soon.

      I am thinking strategy is not working in replay.

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        #4
        I suggest debugging your strategy as per here

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          #5
          I found out the issue.

          I thought the Enter Long by a Stop Order means Enter a LONG order & enter a stop order for this LONG order at the same time.

          And I think the so-call stop in this specific order means the maximum this order will go up to fill till that stop order price.

          Am I right?

          So if I want to submit LONG order && a Stop Sell order, I need to use Enter Long position && Exit Long by a Stop order(stop lose), so 2 to-dos in the conditions. Am I correct on this?

          I dont see any information about the rest order types in the manual.

          Comment


            #6
            Sorry I don't follow. Not sure what problems you keep experiencing.

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