Hi everyone,

I'm developing a strat where I do Coarse and Fine universe selection, the algo runs without error, takes quite a long time to finishes running but produces 0 trade.

While debugging, I could confirm that the universe selection works (OnSecuritiesChanged triggered with new securities), that onData is triggered and SetHoldings is also called but OnOrderEvent is never called.

I'm quite lost now since there's 0 error produced and can't understand what's happening.

Thanks !