This order entry works in market replay,, but in sim mode my order always cancels, when the market comes back up and hits the order.
EnterShortLimit(1, Close[1], "Enter Short");
Price is was 1098.25 when order was placed
Trace log
2/24/2010 10:01:52 AM
Entered internal PlaceOrder() method at 2/24/2010 10:01:52 AM: Action=SellShort OrderType=Limit Quantity=1 LimitPrice=1099.25 StopPrice=0 SignalName='Enter Short' FromEntrySignal=''
2/24/2010 10:02:39 AM
Cancelled expired order: BarsInProgress=0: Order='NT-00027/Sim101' Name='Close position' State=Working Instrument='ES 03-10' Action=Sell Limit price=1099.25 Stop price=0 Quantity=1 Strategy='Dojimomen' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='8990bf47ac8d4197b55d7e1a735551b9' Gtd='12/1/2099 12:00:00 AM'
2/24/2010 10:02:39 AM
Cancelled expired order: BarsInProgress=0: Order='NT-00028/Sim101' Name='Enter Short' State=Working Instrument='ES 03-10' Action=SellShort Limit price=1099.25 Stop price=0 Quantity=1 Strategy='Dojimomen' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='01857e7dd7ff44ecbfedf303586a9298' Gtd='12/1/2099 12:00:00 AM'

Comment