In late 2011 there was a problem with Quantstrat stoplimit orders not triggering and it was fixed in patch 697. But as of quantstrat rev. 1579 the problem with stoplimit orders not triggering still exists.

Please see original post for code to reproduce error and previous fix:
http://r.789695.n4.nabble.com/Quantstrat-stoplimit-orders-not-triggered-tp3673706p3688894.html

Has anyone been able to use stoplimit orders correctly?

Fridthjof




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