my strategy suddenly stops (does not even print debug messages after the first occurrence of an un-managed order... Any hints what might be wrong?
IsUnmanaged = true; (OnStateChange/Set defaults)
...
the call:
entryOrder = SubmitOrderUnmanaged(0, OrderAction.Buy, OrderType.Market, tradeSignal);
entryOrder is defined (as data obj of the strategy):
private Order entryOrder = null;
the log:
8:26 AM OnBarUpdate [BarsInProgress:1] => current bars:845
8:27 AM OnBarUpdate [BarsInProgress:1] => current bars:846
8:28 AM OnBarUpdate [BarsInProgress:1] => current bars:847
8:28 AM OnBarUpdate [BarsInProgress:0] => current bars:37
8:28:57 AM AutoPeriod = 4
Enter SHORT: position quantity = 0x Flat => tradeSignal = -1
3/23/2020 8:28:57 AM Strategy 'DeployNLS2003/-1': Entered internal SubmitOrderUnmanaged() method at 3/23/2020 8:28:57 AM: BarsInProgress=0 Action=Sell OrderType=Market Quantity=-1 LimitPrice=0 StopPrice=0 SignalName=''
Sate: defaults set
Sate: defaults set
Sate: defaults set
Sate: defaults set
...
?
I am new to UnmanagedOrder methods
thank you -
Comment