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11/01/2017 at 2:57 AM #51157 quote

Mansoor
Participant

Average

What would happen to the strategy if the order is rejected because the instrument is in trading halt or tradable only by phone? Would the system quit? How many times will it try to execute an order before quitting?

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11/01/2017 at 11:43 AM #51184 quote

Nicolas
Keymaster

Master

I think this incident is due to the bitcoin split that you certainly get information from your broker (got several emails myself about this).

11/01/2017 at 1:37 PM #51198 quote

Mansoor
Participant

Average

So what would happen to the running code? Would it quit or would it keep trying to execute the order?

11/01/2017 at 1:57 PM #51204 quote

manel
Participant

Veteran

Hi – I’ve had this happen to me quite a few times. If the instrument goes to phone only or the market is not tradeable then the strategy will stop and quit. You will have to manually restart it again in PRT. It’s similar to what would happen eg. if your code tries to open a position and your position size does not meet the min requirement. Annoying I know, but I raised this with IG and there is nothing they can do to either prevent this or to alert the user when this occurs. It’s a bug, but we have to live with it for the foreseeable future.

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ProOrder: Automated Strategies & Backtesting

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Mansoor @mansoor Participant

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This topic contains 3 replies,
has 3 voices, and was last updated by manel
8 years, 4 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	11/01/2017
Status:	Active
Attachments:	1 files

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