I have developed a strategy in UnManaged environment.
I found an inconsistency between orders and open position when I run it on the playback.
As you can in see in image , there is 5 open long position but my log and also the order report shows I have never submitted buy order in that time.
The log and the order report are attached.
Expected result: 1 open sell position
Actual result: 5 open long position
Video: http://sc.com.ly/show/9ivgGmV6dN8KYeR3cJTEfb4AjPDCzQUB
Instrument | Action | Type | Time | Quantity | Filled | Limit | Stop | State | Avg. price | Remaining | Name |
MYM 12-20 | Buy to cover | Limit | 11/11/2020 3:15 | 1 | 0 | 29402 | 0 | Working | 0 | 1 | SellTarget |
MYM 12-20 | Buy to cover | Stop Market | 11/11/2020 3:15 | 1 | 0 | 0 | 29472 | Accepted | 0 | 1 | SellStop |
MYM 12-20 | Sell short | Market | 11/11/2020 3:15 | 1 | 1 | 29427 | 0 | Filled | 29422 | 0 | ShortEntry |
MYM 12-20 | Buy to cover | Stop Market | 11/11/2020 3:15 | 3 | 3 | 0 | 29423 | Filled | 29423.74286 | 0 | SellExit |
MYM 12-20 | Buy to cover | Limit | 11/11/2020 3:15 | 4 | 3 | 29426 | 0 | Cancelled | 29424 | 1 | SellTarget |
MYM 12-20 | Buy to cover | Stop Market | 11/11/2020 3:15 | 4 | 0 | 0 | 29496 | Cancelled | 0 | 4 | SellStop |
MYM 12-20 | Sell short | Market | 11/11/2020 3:13 | 6 | 6 | 29447 | 0 | Filled | 29445.33333 | 0 | ShortEntry |
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