a customer of mine is trading with TopStep and NT7, and upon a fill of a short entry and then the placement of stoploss and target orders, an error message comes back about being unable to change the order, and the strategy shuts down.
These are new orders being placed, not being changed. TraceOrders is set true.
See Output Window monitoring text:
3/22/2018 9:51:08 AM Entered internal SubmitOrder() method at 3/22/2018 9:51:08 AM: Action=SellShort OrderType=Stop Quantity=1 LimitPrice=1327.9 StopPrice=1327.9 OcoId='' Name='SE'
3/22/2018 9:51:09 AM Short entry fill; setting stoploss at 1328.9 and entry at 1325.9
3/22/2018 9:51:09 AM Entered internal SubmitOrder() method at 3/22/2018 9:51:09 AM: Action=BuyToCover OrderType=Stop Quantity=1 LimitPrice=1328.9 StopPrice=1328.9 OcoId='b91d7fb533e34b728afd426ea3655ed3' Name='SS'
3/22/2018 9:51:09 AM Entered internal SubmitOrder() method at 3/22/2018 9:51:09 AM: Action=BuyToCover OrderType=Limit Quantity=1 LimitPrice=1325.9 StopPrice=1325.9 OcoId='b91d7fb533e34b728afd426ea3655ed3' Name='ST'
**NT** Strategy 'brPriceDiffBreakouts/375cb2e9c87d477a87bb4d469d055fce' submitted an order that generated the following error 'UnableToChangeOrder'. Strategy has sent cancel requests, attempted to close the position and terminated itself.
This strategy works fine in testing. It is live with TopStep that the issue occurs.
Thanks,
saltminer
Comment