Hi
Last night (1 May US) the following error occurred when running my strategy live on a CQG connection.
"Strategy 'GapNZ05/ddba930cdceb49808abb0ce444ff6366' submitted an order that generated the following error 'UnableToCancelOrder'. Strategy has sent cancel requests, attempted to close the position and terminated itself."
The strategy uses managed orders (EnterLong()) so it had stop loss / profit target OCOs in place. The error occurred after the stop loss orders were triggered. The strategy doesn't issue cancel instructions for live orders.
I see from the log that the entry (2 contracts) was executed in two, so there were 2 stop loss orders, each with an OCO profit target order. When the stop loss was reached both stop loss orders executed as expected. One profit target order was cancelled as expected, but the second cancel request resulted in this error.
The profit target order was cancelled successfully after the error caused the strategy to be disabled.
I am using the latest version of release 7.0.1000.13, which I installed yesterday as advised in Advisory #14. This is the first time I've used it in a live session.
Two others were also trading this live and their OCO cancelations worked as expected. They are using release 7.0.1000.10 and CQG.
It appears to me that the error was caused outside my strategy, so please advise me what to do next?
Cheers
Tony
Last night (1 May US) the following error occurred when running my strategy live on a CQG connection.
"Strategy 'GapNZ05/ddba930cdceb49808abb0ce444ff6366' submitted an order that generated the following error 'UnableToCancelOrder'. Strategy has sent cancel requests, attempted to close the position and terminated itself."
The strategy uses managed orders (EnterLong()) so it had stop loss / profit target OCOs in place. The error occurred after the stop loss orders were triggered. The strategy doesn't issue cancel instructions for live orders.
I see from the log that the entry (2 contracts) was executed in two, so there were 2 stop loss orders, each with an OCO profit target order. When the stop loss was reached both stop loss orders executed as expected. One profit target order was cancelled as expected, but the second cancel request resulted in this error.
The profit target order was cancelled successfully after the error caused the strategy to be disabled.
I am using the latest version of release 7.0.1000.13, which I installed yesterday as advised in Advisory #14. This is the first time I've used it in a live session.
Two others were also trading this live and their OCO cancelations worked as expected. They are using release 7.0.1000.10 and CQG.
It appears to me that the error was caused outside my strategy, so please advise me what to do next?
Cheers
Tony
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