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Hi! I don't get it . Running simulation nasdaq futures in playback and the strategy is stopped almost all the time. "Sell stop or sell stop limit can't be placed above the market" what does it mean?
Can you help answer these questions from other members on NexusFi?
I understand .
If it is like that means that the strategy doesn't work in real time.
I think then that I need a dedicated server - unless their algos will beat me ...
You may have understood what I am going to say, in which case, my apologies for not realizing it. But in case the situation is still not clear...
A stop order that would be executed instantly is generally rejected by a broker because it's regarded as an error.
For instance, a sell stop at price x is executed when price goes to or below x. If it is placed above the current market, it should execute immediately, because the current market is below x. Which basically makes it not a very good stop. This order will generally be rejected.
So NT is doing the same thing in playback, and rejecting the order. Then the error handling assumes something is wrong and won't continue, unless you have code to handle the situation. If you were trading in real time, the broker would have rejected your order and you would either have to handle the error in code or the strategy would stop, because the default error handling would assume something had gone wrong.
You may have understood this, and my comment may be unnecessary.... ignore it if so, with my apologies for belaboring the point.
Bob.
When one door closes, another opens.
-- Cervantes, Don Quixote
This order will generally be rejected.