I have a strategy with a simple "ExitLong" on a single contract. I have print commands before the order is entered and after, so it is being reached by the code. The order is never entered (on replay) I of course think it has been successfully filled as I continue my program.
When I am in replay and reset the time to AFTER the event.. it then shows the trades on the chart. So my logic is sound.
Has anyone else had this problem? and how did you fix it?
Is there a way to check if the order is filled and try again if not?
Thanks
P.S. Other orders get filled fine.. with 1 or 2 contracts.