Please ignore this appeal for help, since I have subsequently found the answer myself.
It appears that I failed to set the market closing hours properly on the strategies and this accounts for the Order Event Warnings occuring at noon.
Could someone kindly explain the Default/Order Event WArning: ??
I am trading live in deep markets with no liquidity problems through IB and using six strategies.
In the middle of the trading morning I get a series of Order Event Warnings that say "Outside Regular Trading Hours" attribute is being ignored and an order is being processed (despite the attribute?) 2109.
But this is happening in the middle of regular trading hours. Why warn that an outside trading hours attribute is being ignored when it should be ignored because it would not seem to apply?
Please refer to attached screen shot.
Secondly, just before the orange event warnings there is a Connection notice that says that says Time to flatten = 12:00:00 AM, Flatten All = disabled.
What does this mean? How to set "time to flatten all"? Is this possibly connected with the four Outside regular hours warnings that occur after noon?
Finally I am having an apparently separate problem in that orders are not place to exit at end of day as per the strategy. Could there be some connection with the two?
Thanks for your help,
Tooearly
It appears that I failed to set the market closing hours properly on the strategies and this accounts for the Order Event Warnings occuring at noon.
Could someone kindly explain the Default/Order Event WArning: ??
I am trading live in deep markets with no liquidity problems through IB and using six strategies.
In the middle of the trading morning I get a series of Order Event Warnings that say "Outside Regular Trading Hours" attribute is being ignored and an order is being processed (despite the attribute?) 2109.
But this is happening in the middle of regular trading hours. Why warn that an outside trading hours attribute is being ignored when it should be ignored because it would not seem to apply?
Please refer to attached screen shot.
Secondly, just before the orange event warnings there is a Connection notice that says that says Time to flatten = 12:00:00 AM, Flatten All = disabled.
What does this mean? How to set "time to flatten all"? Is this possibly connected with the four Outside regular hours warnings that occur after noon?
Finally I am having an apparently separate problem in that orders are not place to exit at end of day as per the strategy. Could there be some connection with the two?
Thanks for your help,
Tooearly
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