Support Board
Date/Time: Tue, 04 Feb 2025 17:56:22 +0000
Post From: Failure to Do Entry in ACSIL Trading Strategy
| [2018-11-20 00:25:05] |
| User41727 - Posts: 124 |
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@ejtrader Thank you for the information. I might have to look into this. @Sierra Here is the log for the entry order being cancelled: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance
Order 2018-11-15 17:45:04.019 [Sim]GOOS Auto-trade: Replay 1.00X: GOOS [M] 5 Min #6 | Test Trading System | SellEntry | Bar start date-time: 2018-11-15 17:40:00.000 | Last: 65.939995 35627 Stop 100 Sell 65.87 Order Sent Sim3 Open Order 2018-11-15 17:45:04.020 [Sim]GOOS Simulated order accepted 35627 35627 Stop 100 Sell 65.87 Open Sim3 Open Order 2018-11-15 17:45:04.030 [Sim]GOOS Canceling orders on flat position 35627 35627 Stop 100 Sell 65.87 Pending Cancel Sim3 Open Order 2018-11-15 17:45:04.031 [Sim]GOOS Simulated order canceled 35627 35627 Stop 100 Sell 65.87 Canceled Sim3 Open It seems that if FlattenAndCancelAllOrders is called, it will cancel all orders including those that were created during the same execution cycle but after FlattenAndCancelAllOrders was called. Is this the intended behaviour? And if so why, and why is it not properly documented? The documentation states: The working orders are canceled first but all of these actions are immediately executed.
So there is really no reason to suspect that orders created after the call to FlattenAndCancelAllOrders would be cancelled, too. Date Time Of Last Edit: 2018-11-20 00:26:19
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