Alexander this looks about right. One thing that I would do is to disable
the strategy whose order was rejected. Otherwise, the strategy would try
again and again, with more rejections generated. Additionally, when an
order is rejected, it has to be removed from the list and the
"orderPending" flag has to be cleared. Otherwise, the other strategies
would not be able to trade. It looks like Klaus handled these conditions in
the code that he posted above.
On Monday, May 20, 2013 11:31:11 AM UTC-4, Borg Alexander wrote:
>
> Dear Klaus, Judson, Eugene
>
> I have now implemented a remedy for the problem formulated in my first
> post of this thread. In TraderAssistant.java, method placeOrder(), replace
>
>
> *if* (!portfolioManager.canTrade(strategy.getName(), order.m_action)) *
> return*;
>
> by
>
> *if* (!portfolioManager.canTrade(strategy.getName(), order.m_action)) {
>
> strategy.getPositionManager().setTargetPosition(0);
>
> * return*;
>
> }
>
> I have tested this extensively in my simulation account and use it now
> live. As these situations are relatively rare, I could not verify it in
> live trading so far.
>
> Alexander
>
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