I have a strategy that displayed no issues during back testing or real time testing using Sim101, however when I switched it live, it would occasionally crash with the following message:
Strategy 'RenkoReversal/136759459' submitted an order that generated the following error 'Unable to change order'. Strategy has sent cancel requests, attempted to close the position and terminated itself.
Disabling NinjaScript strategy 'RenkoReversal/136759459'
I presume that my trail stop logic is the issue but I honestly haven't been able to debug it well.
Do you recognize this message? Are there any likely culprits you could point me to?
Probably related question:
I have been using ChangeOrder() to modify orders created by ExitShortStopMarket()... is that not proper?
Comment