I have this issue that I don't understand, I am hoping you could shed some light on it.
I have on the OnBarUpdate, a stoploss order that is following the price. But if the order is very large - so that it can't be executed on 1 bar, when the stop gets hit and starting to get executed, on the middle of the execution, when it changes to the next bar, from no-where it is trying to cancel the order and I get this error: (attached in picture).
Why? How do I fix it?
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