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OnOrderEvent(self, event) not working

Dear all,

I use the OnOrderEvent(self, event) method in the algorithm whose code is attached to this post. However, I believe the code block is never executed (despite orders being filled) since I have debug/log messages in this code block that do not appear. 

def OnOrderEvent(self, event):
# Handle filling of buy & sell orders:
# Determine if order is the buy or the sell or the stop

order = self.Transactions.GetOrderById(event.OrderId)
self.Log("{0}: {1}: {2}".format(self.Time, order.Type, event))

## BUY ORDER FILLED ##
if event.OrderId == self.buyTicket.OrderId:
self.Debug("Buy ticket event detected")
# If buy order is filled, create stop loss
if self.buyTicket.Status == OrderStatus.Filled:
self.Debug("Buy order filled")
quantity = self.buyTicket.Quantity
# limit price is set below the trigger to maximise the chances of catching a price decrease
trigger = (1 - self.initial_stop_percent_delta) * self.buyTicket.AverageFillPrice
limit = trigger * 0.99
self.stopTicket = self.StopLimitOrder(self.symbol, -quantity, stopPrice=trigger, limitPrice=limit)
self.previousTrigger = trigger
self.buyTicket = None

## SELL ORDER FILLED ##
elif event.OrderId == self.sellTicket.OrderId:
self.Debug("Sell ticket event detected")
# If sell order is filled, cancel stop loss
if self.sellTicket.Status == OrderStatus.Filled:
self.Debug("Sell order filled")
self.stopTicket.Cancel()

## STOP ORDER FILLED ##
elif event.OrderId == self.stopTicket.OrderId:
self.Debug("Stop ticket event detected")
# If stop order is filled, cancel the sell order, if any:
if self.stopTicket.Status == OrderStatus.Filled:
self.Debug("Stop order filled")
self.stopTicket = None
if self.sellTicket is not None:
self.sellTicket.Cancel()
self.sellTicket = None

What should I do for this code block to be executed?

Thank uou. Cordially, Benjamin.

Update Backtest








I believe you need to shift-tab the def OnOrderEvent(self, event): out of the previous def(). If I do I get next error of which I believe the orderevent get hits.

Runtime Error: Python.Runtime.PythonException: TypeError : unsupported operand type(s) for *: 'float' and 'decimal.Decimal' at Python.Runtime.PyObject.Invoke (Python.Runtime.PyTuple args, Python.Runtime.PyDict kw) [0x00033] in <08c5f7c671544a85833a052ad010684a>:0 at Python.Runtime.PyObject.InvokeMethod (System.String name, Python.Runtime.PyTuple args, Python.Runtime.PyDict kw) [0x00007] in <08c5f7c671544a85833a052ad010684a>:0 at Python.Runtime.PyObject.TryInvokeMember (System.Dynamic.InvokeMemberBinder binder, System.Object[] args, System.Object& result) [0x0003e] in <08c5f7c671544a85833a052ad010684a>:0 at (wrapper dynamic-method) System.Object.CallSite.Target(System.Runtime.CompilerServices.Closure,System.Runtime.CompilerServices.CallSite,object,QuantConnect.Orders.OrderEvent) at QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.OnOrderEvent (QuantConnect.Orders.OrderEvent newEvent) [0x0004f] in <fc711d2739fa45e1a39a550462704774>:0 at QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler.HandleOrderEvent (QuantConnect.Orders.OrderEvent fill) [0x00186] in <b58b553d766a4d8491ec11a8d532c7ab>:0
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Thank you QuantTrader, you were right, I indeed had an indentation problem. 

After adjusting this indentation and solving other issues, I end up with the following issue: "BrokerageModel declared unable to submit order" for my StopLimit Sell orders. I attached the backtest to this comment to reflect the corrections made.

In any cases, I will create a new discussion as this discussion's original issue was solved. Please see the new post at

https://www.quantconnect.com/forum/discussion/3523/gdax-stop-limit-order-quotbrokeragemodel-declared-unable-to-submit-orderquot

.

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Update Backtest





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