in a historical backtesting session our strategy tried to submit a long trade in EUR/USD
on tick.getTime() = Sun 2007.08.05 21:59:20.026
onMessage returned a IMessage.Type.ORDER_FILL_REJECTED with message "System offline".
The message was triggered after the debug message
Quote:
INFO Main - Running, 2007.08.05 22:00 Eq: 136272.96 UoL: 0%
was issued.
I guess this is a bug, as the strategy did submit the trade on the first issued tick after the weekend-gap?
Best, RR.