HistoryEmulationConnector -> Ignoring consecutive orders
I'm testing out a simple strategy basically based on moving averages interconnection.
History Emulation Connector is used to simulate connection with Quik.
The main problem at the moments:
- Once I shoot 2 consecutive orders with almost no delay between them, the system registers both of them, but the HistoryEmulationConnector fires "NewMyTrades" event only for the second order, completely ignoring the first one (orders #4 and #5 in the attached log).
Please find attached log generated by Stock# LogManager.
Thank you very much for your help in advance.