|04-16-2008, 01:51 PM||#1|
Join Date: Apr 2008
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I am getting a variety of order errors such as these which I see in two boxes on my screen right now. My problem is highlighted in bold and underlined text found below:
"Unable to change order '57b3154df2b2434...' since new limit price is greater/equal ask price or smaller/equal bid price. Affected Order: Buy 1 Limit @ 1.9757"
Then the second message that immediately followed, in regards to the same error:
"Strategy '[strategy name]' submitted an order that generated the following error 'UnableToChangeOrder'. Strategy has sent cancel requests, attempted to close the position and terminated itself.
These errors are being generated by NT in demo mode, yet my broker (GAIN) tells me that they will never reject a limit order even if it is on the wrong side of the bid/ask. So it's incorrect for NT to reject my orders, period...
However, I have no problem with the thing rejecting my orders, so long as it does NOT display these message boxes when it does so, and does NOT send cancel requests, and does NOT shut down my strategy! I have implemented my own code internally into my strategy to handle errors like this, so I do not want NT to be doing this. These errors are not something I am able to avoid, because my strategy is set up where I must place limit orders very close to the current market price, and some times it moves quickly as the order is placed and triggers these errors.
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