The issue still remains as indicated in the trace so hopefully you or Bertand can point me in the right direction. Above is the basic code and you can see that the cancelled stops are occurring quite frequently, although not every time.
11/18/2010 6:11:15 AM Cancelled expired order: BarsInProgress=0: Order='9d7a523f442e4886a200265f072a08e4/Replay101' Name='Stop loss' State=Accepted Instrument='$EURUSD' Action=BuyToCover Limit price=0 Stop price=1.36374 Quantity=1 Strategy='Algo2bNT' Type=Stop Tif=Gtc Oco='15f3afc7f92041699c7b809038386e99-2401' Filled=0 Fill price=0 Token='9d7a523f442e4886a200265f072a08e4' Gtd='12/1/2099 12:00:00 AM'
11/18/2010 6:14:02 AM Cancelled expired order: BarsInProgress=0: Order='ca0c58cc9eb94aa38f64fed348f9a9e1/Replay101' Name='Stop loss' State=Accepted Instrument='$EURUSD' Action=Sell Limit price=0 Stop price=1.36372 Quantity=1 Strategy='Algo2bNT' Type=Stop Tif=Gtc Oco='e21e63434ebd427198cdd3532408e73c-2401' Filled=0 Fill price=0 Token='ca0c58cc9eb94aa38f64fed348f9a9e1' Gtd='12/1/2099 12:00:00 AM'
11/18/2010 6:11:15 AM Cancelled expired order: BarsInProgress=0: Order='9d7a523f442e4886a200265f072a08e4/Replay101' Name='Stop loss' State=Accepted Instrument='$EURUSD' Action=BuyToCover Limit price=0 Stop price=1.36374 Quantity=1 Strategy='Algo2bNT' Type=Stop Tif=Gtc Oco='15f3afc7f92041699c7b809038386e99-2401' Filled=0 Fill price=0 Token='9d7a523f442e4886a200265f072a08e4' Gtd='12/1/2099 12:00:00 AM'
11/18/2010 6:14:02 AM Cancelled expired order: BarsInProgress=0: Order='ca0c58cc9eb94aa38f64fed348f9a9e1/Replay101' Name='Stop loss' State=Accepted Instrument='$EURUSD' Action=Sell Limit price=0 Stop price=1.36372 Quantity=1 Strategy='Algo2bNT' Type=Stop Tif=Gtc Oco='e21e63434ebd427198cdd3532408e73c-2401' Filled=0 Fill price=0 Token='ca0c58cc9eb94aa38f64fed348f9a9e1' Gtd='12/1/2099 12:00:00 AM'
Comment