Debugging a VeighNa Strategy That Stops Submitting Orders
Summary
This brief forum exchange describes a live-trading problem: a VeighNa strategy initializes and starts, market data appears connected, and its entry condition is met, yet it sends no order. The author reports that the same strategy behaves as expected in backtests, including both opening and closing positions.
A respondent asks whether the strategy fails to issue an order and suggests printing diagnostic state from within the strategy, including whether its `am.inited` flag is true. The thread offers a basic troubleshooting direction: inspect runtime state when live behavior diverges from backtest behavior. It does not identify the cause, provide a confirmed fix, or discuss gateway, order-routing, or other diagnostics, so the suggestion is only a starting point.
Key ideas
- Compare live strategy behavior with backtest behavior when orders are unexpectedly absent.
- Print and inspect runtime state from inside the strategy.
- Check whether the strategy's initialization state is true.
- The discussion does not establish a root cause or verified solution.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.