strateg try to place stop/limit order to incorect price
i from gianfranco ..i have some strategies with this problem.....on spx500 index…try to place orders to incorect price stop strategies…but with Market orders i have not problem
thanks
Gianfranco
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Votes 0
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
History
Votes: 0
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actually this is not an error. The info message "Strategy tried to place stop/limit order at incorrect price..." just tells us that the strategy logic produced opening price that cannot be filled. It is useful when debugging the strategy behaviour. When the calculated price is incorrect, the strategy just waits for another signal.
This can happen quite often depening on the strategy algorithm. The same happens also in SQ engine.
Best regards,
Tomas