in a strategy that uses a bracket of stop orders to enter, in NT8 in unmanaged mode, an order got stuck in "CancelPending". This was in Market Replay.
Below is an excerpt from the Output Window which shows a lot of the strategy's actions and also the trace orders information. The order "SE" successfully transitions to realtime as per the recommendations. Then it is cancelled but only enters "CancelPending" and gets stuck there.The strategy tries a new setup each bar, but cannot proceed because it is waiting for the order to reach a final state. (i.e. cancelled)
Thanks in advance,
saltminer.
transition orderId='NT-00141-134' account='Playback101' name='LE' orderState=Working instrument='GC 12-17' orderAction=Buy orderType='Limit' limitPrice=1339.2 stopPrice=1339.2 quantity=1 tif=Gtc oco='89371b3cb0e94fe5bb615919592add54' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2017-09-04 22:01:03' gtd='2099-12-01' statementDate='2017-10-21'
orderId='f025eed26331413a82818597bd45220b' account='Playback101' name='LE' orderState=Rejected instrument='GC 12-17' orderAction=Buy orderType='Limit' limitPrice=1339.2 stopPrice=1339.2 quantity=1 tif=Gtc oco='89371b3cb0e94fe5bb615919592add54' filled=0 averageFillPrice=0 onBehalfOf='' id=5766 time='2017-09-04 23:00:00' gtd='2099-12-01' statementDate='2017-09-04'
transition orderId='NT-00142-134' account='Playback101' name='SE' orderState=Working instrument='GC 12-17' orderAction=SellShort orderType='Limit' limitPrice=1343 stopPrice=1343 quantity=1 tif=Gtc oco='89371b3cb0e94fe5bb615919592add54' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2017-09-04 22:01:03' gtd='2099-12-01' statementDate='2017-10-21'
orderId='d5ec6ff4c6334ef68ca7868fa861f344' account='Playback101' name='SE' orderState=CancelPending instrument='GC 12-17' orderAction=SellShort orderType='Limit' limitPrice=1343 stopPrice=1343 quantity=1 tif=Gtc oco='89371b3cb0e94fe5bb615919592add54' filled=0 averageFillPrice=0 onBehalfOf='' id=5767 time='2017-09-04 23:00:00' gtd='2099-12-01' statementDate='2017-09-04'
transition orderId='NT-00128-134' account='Playback101' name='LT' orderState=Cancelled instrument='GC 12-17' orderAction=Sell orderType='Limit' limitPrice=1341.7 stopPrice=1341.7 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2017-09-04 03:50:49' gtd='2099-12-01' statementDate='2017-10-21'
Transition returned null
orderId='NT-00128-134' account='Playback101' name='LT' orderState=Cancelled instrument='GC 12-17' orderAction=Sell orderType='Limit' limitPrice=1341.7 stopPrice=1341.7 quantity=1 tif=Gtc oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=-1 time='2017-09-04 03:50:49' gtd='2099-12-01' statementDate='2017-10-21'
transition orderId='NT-00140-134' account='Playback101' name='ST' orderState=Filled instrument='GC 12-17' orderAction=BuyToCover orderType='Limit' limitPrice=1341.5 stopPrice=1341.5 quantity=1 tif=Gtc oco='' filled=1 averageFillPrice=1341.4 onBehalfOf='' id=-1 time='2017-09-04 21:18:18' gtd='2099-12-01' statementDate='2017-10-21'
Transition returned null
orderId='NT-00140-134' account='Playback101' name='ST' orderState=Filled instrument='GC 12-17' orderAction=BuyToCover orderType='Limit' limitPrice=1341.5 stopPrice=1341.5 quantity=1 tif=Gtc oco='' filled=1 averageFillPrice=1341.4 onBehalfOf='' id=-1 time='2017-09-04 21:18:18' gtd='2099-12-01' statementDate='2017-10-21'
mkVolumeProfileSystem 80-100 myHistorical achieves Realtime data on bar 222 of 223
9/5/2017 2:37:32 AM Strategy 'mkVolumeProfileSystem 80-100 /119804486': Cancelled custom managed order: orderId='d5ec6ff4c6334ef68ca7868fa861f344' account='Playback101' name='SE' orderState=CancelPending instrument='GC 12-17' orderAction=SellShort orderType='Limit' limitPrice=1343 stopPrice=1343 quantity=1 tif=Gtc oco='89371b3cb0e94fe5bb615919592add54' filled=0 averageFillPrice=0 onBehalfOf='' id=5767 time='2017-09-04 23:00:00' gtd='2099-12-01' statementDate='2017-09-04'
9/5/2017 2:37:31 AM Inverted (strangle) trade, Long layer 2 @ 1336.6 Target=1337.0 Stoploss=1332.4, Short layer 1 @ 1342.5 Target=1342.1 Stoploss=1346.7
9/5/2017 2:37:31 AM arriving at GetFlat(), gettingFlat=False, doBarStartOrdersWhenFlat=True Position is Flat, AllOrdersInactive=False
9/5/2017 2:37:32 AM Strategy 'mkVolumeProfileSystem 80-100 /119804486': Cancelled custom managed order: orderId='d5ec6ff4c6334ef68ca7868fa861f344' account='Playback101' name='SE' orderState=CancelPending instrument='GC 12-17' orderAction=SellShort orderType='Limit' limitPrice=1343 stopPrice=1343 quantity=1 tif=Gtc oco='89371b3cb0e94fe5bb615919592add54' filled=0 averageFillPrice=0 onBehalfOf='' id=5767 time='2017-09-04 23:00:00' gtd='2099-12-01' statementDate='2017-09-04'
9/5/2017 3:25:12 AM Strategy 'mkVolumeProfileSystem 80-100 /119804486': Cancelled custom managed order: orderId='d5ec6ff4c6334ef68ca7868fa861f344' account='Playback101' name='SE' orderState=CancelPending instrument='GC 12-17' orderAction=SellShort orderType='Limit' limitPrice=1343 stopPrice=1343 quantity=1 tif=Gtc oco='89371b3cb0e94fe5bb615919592add54' filled=0 averageFillPrice=0 onBehalfOf='' id=5767 time='2017-09-04 23:00:00' gtd='2099-12-01' statementDate='2017-09-04'
9/5/2017 3:25:11 AM Inverted (strangle) trade, Long layer 1 @ 1334.8 Target=1335.3 Stoploss=1330.5, Short layer 1 @ 1338.6 Target=1338.1 Stoploss=1342.9
9/5/2017 3:25:11 AM arriving at GetFlat(), gettingFlat=True, doBarStartOrdersWhenFlat=True Position is Flat, AllOrdersInactive=False
9/5/2017 3:25:12 AM Strategy 'mkVolumeProfileSystem 80-100 /119804486': Cancelled custom managed order: orderId='d5ec6ff4c6334ef68ca7868fa861f344' account='Playback101' name='SE' orderState=CancelPending instrument='GC 12-17' orderAction=SellShort orderType='Limit' limitPrice=1343 stopPrice=1343 quantity=1 tif=Gtc oco='89371b3cb0e94fe5bb615919592add54' filled=0 averageFillPrice=0 onBehalfOf='' id=5767 time='2017-09-04 23:00:00' gtd='2099-12-01' statementDate='2017-09-04'
9/5/2017 5:21:32 AM Strategy 'mkVolumeProfileSystem 80-100 /119804486': Cancelled custom managed order: orderId='d5ec6ff4c6334ef68ca7868fa861f344' account='Playback101' name='SE' orderState=CancelPending instrument='GC 12-17' orderAction=SellShort orderType='Limit' limitPrice=1343 stopPrice=1343 quantity=1 tif=Gtc oco='89371b3cb0e94fe5bb615919592add54' filled=0 averageFillPrice=0 onBehalfOf='' id=5767 time='2017-09-04 23:00:00' gtd='2099-12-01' statementDate='2017-09-04'
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