Handling Orders That Fail When a Stock Is Suspended

Summary

This forum exchange explains why a sell order can disappear in an event-driven backtest when the stock is suspended on the scheduled execution day. The order was generated on one day, but the attempted match on the next day failed because trading was halted; the response says the backtest log should show the failure.

The practical recommendation is to build order logic that checks current holdings and generates the sell signal again on a later bar if the position remains open. The explanation relies on the platform’s stated behavior that its main strategy function runs each day. It is specific to that backtesting workflow and does not explain live order handling, persistence settings, or how other execution models represent suspended securities.

Key ideas

• A sell order may fail to execute when its scheduled matching day coincides with a stock suspension.
• The failed match can be checked in the backtest report’s detailed logs.
• An event-driven strategy can reevaluate holdings on later bars and submit a fresh order if needed.
• The explanation describes one platform’s backtest behavior and does not establish rules for live execution.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.