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canceled because of failed validation
 Post subject: canceled because of failed validation Post rating: 0   New post Posted: Tue 20 Oct, 2009, 10:02 

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Joined: Tue 13 Oct, 2009, 20:35
Posts: 7
Hi Support

What does "canceled because of failed validation" mean, from my Historical Tester event log ?

2009-09-23 10:15:00 Order submitted Order [euus3, EUR/USD, SELL, 100000.0 at 0.0] submitted by the strategy
2009-09-23 10:15:00 Order filled Order [euus3, EUR/USD, SELL, 100000.0 at 1.4786] filled
2009-09-23 18:57:35 Order canceled Order [euus4, EUR/USD, BUY, 100000.0 at 0.0] canceled because of failed validation
2009-09-23 18:57:35 Order submitted Order [euus4, EUR/USD, BUY, 100000.0 at 0.0] submitted by the strategy

Thanks in advance

Mark


 
 Post subject: Re: canceled because of failed validation Post rating: 0   New post Posted: Tue 20 Oct, 2009, 12:36 

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Joined: Tue 13 Oct, 2009, 20:35
Posts: 7
no problem - worked it out :

11:34:32 message ORDER_SUBMIT_REJECTED - Your order has been rejected due to validation failure. Invalid stop loss price - please use increments of 0.5 pip order: CANCELED BUY 0.1 @ 0.0


 
 Post subject: Re: canceled because of failed validation Post rating: 0   New post Posted: Tue 20 Oct, 2009, 12:43 

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Joined: Tue 13 Oct, 2009, 20:35
Posts: 7
I think it comes from using cubic spline values in testing


 
 Post subject: Re: canceled because of failed validation Post rating: 0   New post Posted: Tue 20 Oct, 2009, 13:48 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Hi,
If you place order in strategy and run it in tester mode, you should verify that precision of price is 0.5 pips or smaller.
For example, your order will be rejected if price would be 1.56566, but it will be accepted if price would be 1.56565. Basically it means that 5th or 3th for JPY number after comma should be 0 or 5.


 

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