SampleOnOrderUpdate depends on Execution updates to follow Order updates. For Rithmic and Interactive Brokers connections, this may not always be the case as these feeds have different ordering for Order updates Executions, and Position updates.
Since these feeds provide different ordering for Order/Executions/Positions, you could consider writing the strategy so it only depends on OrderUpdate events. Please note that strategy's Position object is updated from Executions, so you would need to track your own position from OrderState.Filled and OrderState.PartialFill orders in OnOrderUpdate if you are not using OnExecutionUpdate for the order fills.
Note from Help Guide:
I have also attached an unmanaged strategy that can help set a path for using OnOrderUpdate alone.
We look forward to assisting.
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