Hi all,
I've recently stumbled in what appears to be bug while running with a very simple intraday algo on the active ES (mini S&P) contract.
Essentially the algo stops running order_target_percent after a while, presumably because it's trying to run in on the expired symbol (ESM14 in this case) instead of the active one (ESU14), although the symbol appears to change when I log it...
Really strange. Would anybody please be able to provide any insights? Couldn't find anything similar...
Many thanks,