We're debugging and testing our backtest strategy using Historical Fill Processing=High / Tick / 1. Strategy is using our own indicator.
The backtest strategy was able to submit an order:
SubmitOrderUnmanaged(0, OrderAction.Buy, OrderType.Market, _OrderQuantity, 0, 0, string.Empty, signalName);
27/04/2020 9:55:00 AM Strategy 'Absinthian - BackTesting Strategy/-1': Entered internal SubmitOrderUnmanaged() method at 27/04/2020 9:55:00 AM: BarsInProgress=0 Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='Entry/Trade Strategy 1' Entry Order assigned to entryOrder. orderId='NT-00000-442' account='Backtest' name='Entry/Trade Strategy 1' orderState=Submitted instrument='FDAX 06-20' orderAction=Buy orderType='Market' limitPrice=0 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2020-04-30 03:59:00' gtd='2099-12-01' statementDate='2020-05-11' orderId='NT-00000-442' account='Backtest' name='Entry/Trade Strategy 1' orderState=Accepted instrument='FDAX 06-20' orderAction=Buy orderType='Market' limitPrice=0 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2020-04-30 03:59:00' gtd='2099-12-01' statementDate='2020-05-11' orderId='NT-00000-442' account='Backtest' name='Entry/Trade Strategy 1' orderState=Working instrument='FDAX 06-20' orderAction=Buy orderType='Market' limitPrice=0 stopPrice=0 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2020-04-30 03:59:00' gtd='2099-12-01' statementDate='2020-05-11'
indicator.OnBarUpdate() -> indicator.OnCriteria(message) public event strategy.OnCriteria(message) bound to indicator.OnCriteria(message) -> call submitorderunmanaged()
Thanks.
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