Hi NT experts,
My stop order in OnExEcution has been working fine most of time. However, twice, the stop price submitted is 0.0001 for all orders in the strategy.
stopOrder1 = ExitShortStop(0, true, execution.Order.Filled, High[1]+1*TiCkSize, "SL_S1", "S1");
By checking the price movement at second level, there is gap in one case. For the other case I did not record price at second level so cannot tell. I could not figure out a reason other than specualting that referring bar price like High[1] in OnExecution needs an incoming live tick. If no live tick, the High[1] is zero and hence the stop price is 0.0001 (TickSize 0.00005 rounded to 0.0001 in Forex).
It is hard to believe High[1] value will be lost when no tick coming. But that seems to be an explnation.
Any comments are welcome so i can look to the right direction.
My stop order in OnExEcution has been working fine most of time. However, twice, the stop price submitted is 0.0001 for all orders in the strategy.
stopOrder1 = ExitShortStop(0, true, execution.Order.Filled, High[1]+1*TiCkSize, "SL_S1", "S1");
By checking the price movement at second level, there is gap in one case. For the other case I did not record price at second level so cannot tell. I could not figure out a reason other than specualting that referring bar price like High[1] in OnExecution needs an incoming live tick. If no live tick, the High[1] is zero and hence the stop price is 0.0001 (TickSize 0.00005 rounded to 0.0001 in Forex).
It is hard to believe High[1] value will be lost when no tick coming. But that seems to be an explnation.
Any comments are welcome so i can look to the right direction.
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