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Hi Everyone,
I am seeing unexpeted behaviors in a Forex Order excecution. I am placing a Market Order and a Stop Order. For some reason they both get excecuted at the same time.
Instead of posting the full algorithm I have created a little dummy project where I scheduled the questionable order to illustrate the behavior. The algorith does the following: Place EURUSD Long Market Order @ 5:00 (price is 1.16156) and Stop Order @ 1.16. For some reason borth orders get excecuted at the same time. I have tried to plot all price data and I am not seeing any reason for the Stop Order to be filled (no blips and only ±45 minutes later the price drops to 1.16). Same behaviour when setting the stop loss to 1.157. Only when setting it to 1.15 the Stop Order is not filled.
Can anyone help me understand what I am doing wrong here ?
Thanks a lot !
Sebastian
Jing Wu
Your stopMarketOrder does not fill immediately after you submit the order. You can check the order details with OnOrderEvent
public override void OnOrderEvent(OrderEvent orderEvent) { Debug(orderEvent.ToString()); }2018-09-11 05:00:00 : Time: 9/11/2018 9:00:00 AM OrderID: 1 Symbol: EURUSD Status: Submitted 2018-09-11 05:00:00 : Time: 9/11/2018 9:00:00 AM OrderID: 1 Symbol: EURUSD Status: Filled Quantity: 13800 FillPrice: 1.16156 USD 2018-09-11 05:00:00 : Time: 9/11/2018 9:00:00 AM OrderID: 2 Symbol: EURUSD Status: Submitted 2018-09-11 05:00:00 : SpecificTime: Fired at : 9/11/2018 5:00:00 AM 2018-09-11 05:51:00 : Time: 9/11/2018 9:51:00 AM OrderID: 2 Symbol: EURUSD Status: Filled Quantity: -13800 FillPrice: 1.15956 USDFrom the result above, the stop market order is filled at 9/11/2018 9:51:00 AM.
Sebastian Claussnitzer
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