"Playback101, Limit price can't be smaller than current bid. affeced order: sellshort 72000 Limit @.693"
I'm getting the above error.
The strategy is a multi instrument strategy. I have no issues during market analyzer testing.
data:
else if (State == State.Configure) { AddDataSeries("NZDUSD",Data.BarsPeriodType.Minute, 1);//1 AddDataSeries("AUDUSD",Data.BarsPeriodType.Minute, 1);//2 AddDataSeries("AUDNZD",Data.BarsPeriodType.Minute, 1);//3 AddDataSeries("EURUSD",Data.BarsPeriodType.Minute, 1);//4 AddDataSeries("USDCAD",Data.BarsPeriodType.Minute, 1);//5 AddDataSeries("NZDUSD", Data.BarsPeriodType.Minute, 15, Data.MarketDataType.Last);//6 AddDataSeries("AUDUSD", Data.BarsPeriodType.Minute, 15, Data.MarketDataType.Last);//7 AddDataSeries("AUDNZD", Data.BarsPeriodType.Minute, 15, Data.MarketDataType.Last);//8 AddDataSeries("EURUSD", Data.BarsPeriodType.Minute, 15, Data.MarketDataType.Last);//9 AddDataSeries("USDCAD", Data.BarsPeriodType.Minute, 15, Data.MarketDataType.Last);//10 }
EnterLongLimit(2,false,Convert.ToInt32(aud_Q), GetCurrentBid(0), @"audlogic1");
EnterLongLimit(4,false,Convert.ToInt32(eur_Q), GetCurrentBid(0), @"eurlogic1");
for some strange reason during replay, my orders are being sent on the primary data series, even if the order is for a different currency. and as you can see above, i'm sending the limit order to the underlying secondary/third/fourth etc dataseries.
why is nt sending all my orders to the primary data series? this is why my orders are being rejected ..
and yes, i have downloaded marketreplay data for each currency.
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