HI folks,
I am trying the better understand NT capabilities and how to correctly use them.
Stop Order Rejected 4 ticks above the market?
What am I missing? How do I fix this, avoid this in the future, etc.
Thanks!
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Market Position SHORT
Orders are UnManaged
Market Price appears to range between 2996.5 and 2997.75 through this entire 'only microseconds long' series of transactions
1. Filled the Short OCO Entry at 2996.5
1. In OEU executed the following to update the oco stop as the order finally filled:
The CODE:
ChangeOrder(stopLossShort, execution.Order.Filled, 0, GetCurrentAsk(1) + InitialStopDistance * TickSize);
2. NT8 reported the following and disabled the strategy.
"Sim101, Stop price can't be changed below the market. affected Order: BuyToCover 6 StopMarket @ 3000.25
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Attachments:
1. Simple screen snip of the attached spreadsheet
- Blue rows show market price from original orders and the exit to close the position.
- Light Grays are the Offending Stop Loss Change Order.
- Green rows are the original entry order.
2. The spreadsheet in the image is included in the zip file
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