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Does strategy reference in traces identify a transaction initiator?

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    Does strategy reference in traces identify a transaction initiator?

    Hi,

    Assume I have a strategy name 'MyStrategy'.

    Is that true that any order-related message in trace files that have "Strategy='MyStrategy'" substring means that the strategy initiated order placement, modification or cancellation?

    For example, if I have the following line in traces:
    2014-04-14 09:37:27:435 (CQG Live) Cbi.Order.Change: Order='1397233168/79829!AMP!ac79829' Name='Exit Long' State=Working Instrument='ES 06-14' Action=Buy Limit price=1817.75 Stop price=0 Quantity=5 Strategy='MyStrategy'

    Is it possible that this order gets modified by any external agent (via Chart Trader or somehow manually) but not by the strategy itself? Or, the indication Strategy='MyStrategy' means that the strategy did it?

    #2
    alex.nt, that trace will only tell you the order is currently associated with the strategy. If you compare a manual cancel with a strategy own cancel > it would not result in a different trace, the internal Cbi CancelNow call will list the order as tied to your strategy in both cases.

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