I have a strategy that needs to place orders immediately after the market opens. I thought using Run Now in the Strategy Monitor just few seconds after opening of the market should achieve this goal. However, this seems to only generate Final Orders which are scheduled to be placed after close of the market.
Below is an example in which the strategy was activated (using Run Now) around 9:30:15am EST, and orders were not placed immediately.
It seems that since the strategy is activated before the first full 1-minute bar of the day is available, it instead uses the last bar of the previous day and hence this situation.
Is there a work around this so that it only generates regular orders for immediate placement rather than Final Orders?
Below is an example in which the strategy was activated (using Run Now) around 9:30:15am EST, and orders were not placed immediately.
It seems that since the strategy is activated before the first full 1-minute bar of the day is available, it instead uses the last bar of the previous day and hence this situation.
Is there a work around this so that it only generates regular orders for immediate placement rather than Final Orders?
Rename
I'm kind of surprised at the result due to the actual market time you ran the strategy. We'll call that a bug (now fixed for Build 103).
If you're using IB as your broker, you can avoid this result by setting the Final Order Delay to 0.
Also, you can workaround it for now by deselecting Auto-Place and placing the signals manually.
(And then don't forget to re-Activate and re-enable Auto-Place.)
If you're using IB as your broker, you can avoid this result by setting the Final Order Delay to 0.
Also, you can workaround it for now by deselecting Auto-Place and placing the signals manually.
(And then don't forget to re-Activate and re-enable Auto-Place.)
This is fixed in the now-released WL build 103.
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