My strategy sets error handling to RealtimeErrorHandling.IgnoreAllErrors in OnStateChange SetDefaults. Also, IsUnmanaged = true.
In fast moving markets, rejected orders are frequent. I look for and process all rejected orders in the OnOrderUpdate() event. Try...Catch error trapping included.
However, NT8 persists in disabling the strategy even though the rejected order is managed by the strategy.
Rejected orders are NOT errors -- they are part of everyday trading. Can you suggest a way to keep the strategy running, even when an order is rejected?
Thank you.
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