Hi,
when following the guidance in the documentation, valid non-null orders can get returned as null from GetRealtimeOrder(). This wrecks the strategy's order and position management of course.
I have had to check for this situation with the following code example.
Hope this helps somebody. It sucked up a few hours of my time figuring out what was going on.
Cheers,
saltminer.
when following the guidance in the documentation, valid non-null orders can get returned as null from GetRealtimeOrder(). This wrecks the strategy's order and position management of course.
I have had to check for this situation with the following code example.
Code:
private void UpdateOrdersToRealtime() // Update per strategy for any relevant Order objects used in the strategy
{
Print("UpdatingOrdersToRealtime()");
if (LE != null)
{
Print("transition "+LE.ToString());
Order o = GetRealtimeOrder(LE);
if (o==null)
Print("Transition returned null");
else
LE = o;
Print(LE.ToString());
}
}
Cheers,
saltminer.
