Stop not working in Real Time I have a Strategy that submits an order followed by an unmanaged stop. The strategy works as designed in backtest but when I try running it in realtime with IB Simulated envirment the stop does not get submitted. Here is the effected statements statements.
protected override void Initialize()
{
CalculateOnBarClose = true;
BarsRequired = 25;
TraceOrders = false;
ExitOnClose = true;
Unmanaged = true;
// for speed set to true
ExcludeTradeHistoryInBacktest = false;
Add(PeriodType.Minute,SecBarLen);
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if(BarsInProgress == 0)
{
MinBars();
}
else
{
HourBars();
}
} // End On Bar Update
private void HourBars()
{
// Market is Long -- Test for exit
if (Position.MarketPosition == MarketPosition.Long)
{
entryOrder = SubmitOrder(0, OrderAction.Sell, OrderType.Market, Quanity, 0, 0, "L", "ExitLong");
}
// Market is Short -- Test for exit
if (Position.MarketPosition == MarketPosition.Short)
{
entryOrder = SubmitOrder(0, OrderAction.Buy, OrderType.Market, Quanity, 0, 0, "S", "ExitShort");
}
} // End HourBars
private void MinBars()
{
if (Position.MarketPosition == MarketPosition.Long)
{
entryOrder = SubmitOrder(0, OrderAction.Sell, OrderType.Stop, Quanity, 0, NewStop, "L", "BreakLong");
} // End Long
if (Position.MarketPosition == MarketPosition.Short)
{
entryOrder = SubmitOrder(0, OrderAction.Buy, OrderType.Stop, Quanity, 0, NewStop, "S", "BreakShort");
//
} // End Short
} // End of MinBars
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