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Date/Time: Mon, 23 Dec 2024 06:50:58 +0000



Post From: SuppotReversals with limit order question

[2014-12-31 18:31:26]
onnb - Posts: 662
btw, came to mind to mention something related to this. I ran into an issue lately that if I flatten/cancel orders and send in a new order, all at once, the order doesn't get executed.

So if I did this in one study function call:

sc.FlattenAndCancelAllOrders();
....
sc.BuyEntry(order);

It was working fine in replay but in live the result of this is that the orders got canceled but the new orders were not placed.
This was with Rythmic if that makes a difference.
Have you seen this before?

I did not pursue this too much so I am not 100% sure. I worked around with logic that waited till the flatten/cancel completed and only then issued the BuyEntry and that works fine.
I am mentioning this because it is the same as the your suggested solution in this thread.







Date Time Of Last Edit: 2014-12-31 18:32:01