When I replay, the exit executes on the historical data, but not on replay of actual market data. This was asked by someone in a previous post, but the question was not answered.
The strategy also runs on beyond the session close. I am in PDT, does this have anything to do with it? Can I expect my exit not to happen if I was trading live? There is no message in the log. The truncated log entries:
18/08/2009 10:15:06 AM Entered internal PlaceOrder() method at 18/08/2009 10:15:06 AM: Action=Buy
18/08/2009 10:22:11 AM Amended trail stop order: Order='9a7344093ee849008c16e069185ffa7e/Replay101'
Cross Below; Long Exited if it existed (my message)
18/08/2009 3:33:35 PM Entered internal PlaceOrder() method at 18/08/2009 3:33:35 PM: Action=Sell
18/08/2009 3:33:35 PM Cancelled pending exit order, since associated position is closed:
Thx

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