I now try to set my stop orders manually. This has issues, though. As you may know, orders expire with the bar.
Here is what happened. It is not funny...
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20/07/2009 16:08:26 Entered internal PlaceOrder() method at 20/07/2009 16:08:26: Action=Sell OrderType=Stop Quantity=0 LimitPrice=0 StopPrice=8757 SignalName='' FromEntrySignal='HA L1'
20/07/2009 16:08:26 Entered internal PlaceOrder() method at 20/07/2009 16:08:26: Action=Sell OrderType=Stop Quantity=0 LimitPrice=0 StopPrice=8757 SignalName='' FromEntrySignal='HA L2'
20/07/2009 16:08:26 Entered internal PlaceOrder() method at 20/07/2009 16:08:26: Action=Sell OrderType=Stop Quantity=0 LimitPrice=0 StopPrice=8757 SignalName='' FromEntrySignal='HA L3'
...
20/07/2009 16:08:27 Entered internal PlaceOrder() method at 20/07/2009 16:08:27: Action=Sell OrderType=Stop Quantity=0 LimitPrice=0 StopPrice=8757 SignalName='' FromEntrySignal='HA L1'
20/07/2009 16:08:27 Ignored PlaceOrder() method at 20/07/2009 16:08:27: Action=Sell OrderType=Stop Quantity=0 LimitPrice=0 StopPrice=8757 SignalName=Sell' FromEntrySignal='HA L1' Reason='Invalid order price, please see log tab'
20/07/2009 16:08:27 Entered internal PlaceOrder() method at 20/07/2009 16:08:27: Action=Sell OrderType=Stop Quantity=0 LimitPrice=0 StopPrice=8757 SignalName='' FromEntrySignal='HA L2'
20/07/2009 16:08:27 Ignored PlaceOrder() method at 20/07/2009 16:08:27: Action=Sell OrderType=Stop Quantity=0 LimitPrice=0 StopPrice=8757 SignalName=Sell' FromEntrySignal='HA L2' Reason='Invalid order price, please see log tab'
20/07/2009 16:08:27 Entered internal PlaceOrder() method at 20/07/2009 16:08:27: Action=Sell OrderType=Stop Quantity=0 LimitPrice=0 StopPrice=8757 SignalName='' FromEntrySignal='HA L3'
20/07/2009 16:08:27 Ignored PlaceOrder() method at 20/07/2009 16:08:27: Action=Sell OrderType=Stop Quantity=0 LimitPrice=0 StopPrice=8757 SignalName=Sell' FromEntrySignal='HA L3' Reason='Invalid order price, please see log tab'
Basically at the end of the bar the price was very close to the stop, by the time i was moving the order, it was invalid.
How am I supposed to deal with this? Should I now move into orders that are valid GTC? Will a signal stop order be cancelled if the entry signal position is closed (not documented)? Or should I have to close the stop orders manually?
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