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    Operation = Remove

    Hello,
    What must I look for to relieve this problem in my code. I've stripped it down to barely nothing but still get Operation = Remove and Cancelling any remaining strategy orders.
    Is this part of the ATM Strategy "engine"?

    PHP Code:
    8/26/2010 9:56:06 AM|1|16|Execution='040e5493f18440449235e7b9a08f992e' Instrument='6E 09-10' Account='Sim101' Exchange=Default Price=1.2719 Quantity=1 Market position=Long Operation=Insert Order='4c6bb83f06534ca4a300fae79433ab74' Time='8/26/2010 9:56:06 AM'
    8/26/2010 9:56:06 AM|1|64|Instrument='6E 09-10' Account='Sim101' Avg price=1.2719 Quantity=0 Market position=Short Operation=Remove Currency=Unknown
    8/26/2010 9:56:06 AM|1|128|Cancelling any remaining strategy orders
    8/26 
    
    Thanks for your help.
    Kirk

    #2
    Kirk, I'm not sure I follow - you get an execution and your position is removed from the Sim101 to take you flat, then it cancels orderd associated with the just executed position.

    Comment


      #3
      Bertrand,
      When I "start" the code, it runs through an ATM cycle until positions are closed with targets or stops. Once it closes though, it does this "Remove" operation and won't ever start up again. (Until the next time I reload the strategy).
      Hope that makes sense. Just trying to see what causes an "Operation = Remove" since I don't know how that occurs or if there's a piece of code that would prevent that from happening.
      If you don't have an answer, I'll just go back to my previous version which seems to avoid that problem.
      Best,
      Kirk

      Comment


        #4
        This is just updating your position for the instrument, the short you had is removed as you got the long fill offsetting it.

        I suggest you simplify your strategy to the core until it takes more than one trade as you expect, then add other parts stepwise back until you find the section that breaks it.

        Comment


          #5
          Thanks, will do.
          Kirk

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