Starting March 20, NT8 started behaving strangely while in backtesting, with a strategy that worked OK (for several months now, last time used on March 19):
the orders are now submitted, accepted and working at date/time 1/1/1800 12:00:00 AM
Moreover, they are not executed anymore (due to, I assume, this strange date/time)
Does this have anything to do with the daylight saving time that just happened in Canada? Anyway, this happens even when I start NT8 while I'm not connected to the internet…
Any idea for fixing it on my side?
Plese see below an example of output, thank you.
3/20/2018 2:40:27 PM Strategy 'myStrategy/133032455': Entered internal SubmitOrderManaged() method at 3/20/2018 2:40:27 PM: BarsInProgress=1 Action=SellShort OrderType=Market Quantity=2 LimitPrice=0 StopPrice=0 SignalName='myOrder' FromEntrySignal=''
OnOrderUpdate(): ' myOrder ' is Submitted at order.time=1/1/1800 12:00:00 AM, at time=1/1/1800 12:00:00 AM
OnOrderUpdate(): ' myOrder ' is Accepted at order.time=1/1/1800 12:00:00 AM, at time=1/1/1800 12:00:00 AM
OnOrderUpdate(): ' myOrder ' is Working at order.time=1/1/1800 12:00:00 AM, at time=1/1/1800 12:00:00 AM
[COLOR="Blue"]protected override void[/COLOR] OnOrderUpdate(Order order, [COLOR="blue"]double[/COLOR] limitPrice, [COLOR="blue"]double[/COLOR] stopPrice, [COLOR="blue"]int[/COLOR] quantity, [COLOR="blue"]int[/COLOR] filled, [COLOR="blue"]double[/COLOR] averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, [COLOR="Blue"]string[/COLOR] nativeError) { [COLOR="blue"]if[/COLOR] (order == [COLOR="blue"]null[/COLOR]) [COLOR="blue"]return[/COLOR]; Print([COLOR="DarkRed"] "OnOrderUpdate(): '"[/COLOR] +order.Name + [COLOR="darkred"]"' is "[/COLOR] + order.OrderState + [COLOR="darkred"]" at order.time="[/COLOR]+order.Time+ [COLOR="darkred"]", at time="[/COLOR]+time); }
[COLOR="Blue"]protected override void[/COLOR] OnExecutionUpdate(Execution execution, [COLOR="blue"]string[/COLOR] executionId, [COLOR="blue"]double[/COLOR] price, [COLOR="blue"]int[/COLOR] quantity, MarketPosition marketPosition, [COLOR="blue"]string[/COLOR] orderId, DateTime time) { [COLOR="blue"]if[/COLOR] (execution.Order == [COLOR="blue"]null[/COLOR]) [COLOR="blue"]return[/COLOR]; Print([COLOR="DarkRed"]"\nOnExecutionUpdate():"[/COLOR]+execution.Name+[COLOR="darkred"]" FromEntrySignal="[/COLOR]+execution.Order.FromEntrySignal+[COLOR="darkred"]" execution.Order.OrderState="[/COLOR]+execution.Order.OrderState+ [COLOR="darkred"]" Bar #"[/COLOR]+CurrentBar+[COLOR="darkred"]" Tick#="[/COLOR]+Bars.TickCount); }
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