"Strategy 'XXX' has been disabled because it attempted to modify a historical order that has transitioned to a live order. Please see the help guide for more information on transitioning order references from historical to live."
This error is happening when running in the Strategy Analyzer. There is no realtime data -- it is Saturday and the last bar on the chart is Friday's closing bar.
I have code that transitions the orders in OnStateChange() when state changes to Realtime. The problem is that I get this error but the state never changed to Realtime.
It also says in the doc on "Advanced Order Handling": "Tip: When the real-time order is submitted, there is a generic Order object passed into the OnOrderUpdate() method containing the live order details which can be used for debugging. It is recommended you use the helper GetRealtimeOrder() when your strategy transitions to real-time to update your order references"
I've output to the Output window every call to OnOrderUpdate and see no live orders all order ID's are of the format NT-NNNNN-NNN.
On a chart with the same setup it shows an active entry order. (strategy uses Unmanaged orders) and the state transition to Realtime is happening and no error is generated. OnOrderUpdate shows the live order.
So there seems to be some issue with the Strategy Analyzer. It shouldn't be generating this error.
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