Strategy analyzer is out for me because my strategy makes decisions on each tick and not close of bar.
to add on: it is not about not getting filled. But the entire trade entry was not executed. Annotations are drawn on the chart, indicating that the entry criteria has been met. I have overridden OnOrderUpdate with some logging, but they don't show up at all. I use these methods for trade entries.
EnterLongLimit(positionSize, limitEntryPrice,LONGENTRYNAME); EnterShortLimit(positionSize, limitEntryPrice,SHORTENTRYNAME);
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