I'm trying to use pending orders in my custom strategy of the type stopLimit.
I'm using the FDAX future, so this type of order should be possible.
The strategy sofar is very simple and can be created using the wizard. Upon a certain condition (the close of a candle in a specified range) I do not want to enter the market immediately, but want to create PENDING orders. One LONG and one SHORT. Once the stop price for one of them has been reached, I want the strategy to enter limit at that same price. I therefore use EnterLongStop(Limit) & EnterShortStop(Limit) commands.
The strategy compiles correctly, however the strategy history shows 0 trades, while the condition is true on many occasions, I also have plenty of history data loaded. Any ideas why the strategy does not execute any trade?
On a side note: I have also tried this with just stop orders (no limit), but then only 1 trade is generated in the entire strategy history. Changing the setting from calculate on close to calculate on every tick also does not help.
Hope you can help.
Regards,
Vladja
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