I think I recall posting about this sometime ago but I can't find the thread now.
I have a strategy that sends a market order to enter but it never fills.
The strategy trades fine for a while (these are historical bars I'm talking about). Yet in this example a target fills during a bar that (at its Close time) creates a signal to Enter Long.
This is done correctly (from within OnBarUpdate) and monitoring OnOrderUpdate() shows that the order reaches OrderState.Working.
Then nothing happens. No fill. How can a market order never fill?
This is not a complicated strategy. Just chart bars (1 minute).
See below. (I've cut off the remainder of the log but take my word on it that nothing ever happens again in OnOrderUpdate, OnExecution or OnPositionUpdate. The market order permanently is working, unfilled.
Version 8.0.20.1
saltminer.
Comment