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Strange historical order firing on strategy start-up
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Strange historical order firing on strategy start-up
When i enable a strategy, a historical order from three days ago keeps firing even though I have State != State.Historical and a multitude of other logic checks that should prevent this. I have reset the database, reset the sim account - with no effect. Note - there are three historical trades that fire for ES YM NQ, even // out that specific entry code does not stop the entryorders with that entry name which occurs about 10 seconds after the strategy is enabled. I have never seen behaviour like this before. Ideas?Tags: None
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i created an open source trade engine you can try here that removes that problem in several ways:
no historical
cancel transition orders
allow them and re-reference
Addressed ability to BackTest Deadlock avoidance Reliability on order Cancellations Thinned out locking on lists Refactored the Print method for better tracing view locked the log write tracing to prevent file access issues Update Strategy Sample ATSSampleMACrossOver Added new sample ATSSamplePriceReversalTest Alpha Section IsRealtimeTradingUseQueue – unit but not soak tested IsPositionCloseModeLimit – Mode for closing […]
This is updated in github
Github there are 2 basic sample strategies also
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