Orders don't update on next bar

NexusFi · 2015-02-10T11:41:38-05:00

I have a problem with the real orders not matching with the strategy orders on a new bar in a simple trailing stop strategy...it doesn't always happen, if I force a recall by disabling and enabling the strategy again (and canceling the previous order in the process) all works for a while. The problem tends to happen more on new session bars. I am using 480 minute bars on my charts. Its a big issue because I never know when this will happen.. The strategy orders are always correct, so it doesn't seem …

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Updated February 10, 2015

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Orders don't update on next bar

February 10th, 2015, 11:41 AM	#1 (permalink)
ADiego1 Houston Texas/USA Posts: 2 since Aug 2014 Thanks Given: 0 Thanks Received: 0	I have a problem with the real orders not matching with the strategy orders on a new bar in a simple trailing stop strategy...it doesn't always happen, if I force a recall by disabling and enabling the strategy again (and canceling the previous order in the process) all works for a while. The problem tends to happen more on new session bars. I am using 480 minute bars on my charts. Its a big issue because I never know when this will happen.. The strategy orders are always correct, so it doesn't seem to be a coding error...Any idea on why this is happening...any solution you might think of (like forcing a recalc at the first bar of a session?) Thanks