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Hi,
I've hit a problem where the backtesting server seems to ignore my order's stop loss and take profit levels. Judging from the logs the price have long since passed the stop-loss level, yet the trade is not being closed. Any idea why this would happen?
Also, still unsure of how to check whether a ticket is closed. The OrderEvent.Status enumeration only specified whether an order got filled or not, but contains no detail on when an order is automatically closed by the server.
Any ideas?
Kind regards,
Kepler
JayJayD
Hi there Kepler,
When I use stop loss orders, first I make the entry to the market using a MarketOrder, then I use StopMarketOrder order to set the stoploss.
Check lines 81 and 82 in the main.cs file in this example.
Also check this clearer example by Jonathan Evans.
Alexandre Catarino
Please put the following code line in the OnOrderEvent method:
public override void OnOrderEvent(OrderEvent orderEvent) { Log(orderEvent.ToString()); }and check the logs.
We should have seen a line with the information about the submission of the StopLimit orders, but we couldn't. It seems that the code lines that place these orders are never hit.
Kepler Engelbrecht
Hi JayJayD,
The engine doesn't allow that though?
Runtime Error: System.ArgumentException: Unable to get field StopPrice on order of type Market at QuantConnect.Orders.OrderTicket.Get (QuantConnect.Orders.OrderField field) [0x001cf] in :0 at QuantConnect.Algorithm.CSharp.QCUMovingAverageCross.OnData (QuantConnect.Data.Slice data) [0x00275] in :0 at QuantConnect.Lean.Engine.AlgorithmManager.Run (QuantConnect.Packets.AlgorithmNodePacket job, QuantConnect.Interfaces.IAlgorithm algorithm, QuantConnect.Lean.Engine.DataFeeds.IDataFeed feed, QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler transactions, QuantConnect.Lean.Engine.Results.IResultHandler results, QuantConnect.Lean.Engine.RealTime.IRealTimeHandler realtime, QuantConnect.Interfaces.ICommandQueueHandler commands, System.Threading.CancellationToken token) [0x01346] in <2824cfe7150d4525ab66e90816c767c3>:0JayJayD
Of course the engine is Unable to get field StopPrice on order of type Market
Before asking for the StopPrice, make sure you are refering to a StopMarketOrder or a StopLimitOrder.
Kepler Engelbrecht
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