My strategy has this setting RealtimeErrorHandling. StopCancelClose and according to the documentation if the strategy is stopped due to this setting, all the strategy positions will be closed along with all the orders placed by that strategy…but in my case not only were the postions left open when the strategy stopped, they also did not have a stop loss set…I do a SetStopLoss of x ticks during initialisation of the strategy so it is a blanket set stop loss for all positions opened by the strategy (using function EnterLong and EnterShort), and so anytime I open a position it automatically has a stop loss and take profit of x…everything usually works as a charm, no issues but today suddenly i saw my strategy close with an error “Unable to submit order” leaving behind naked orders…
This was on a demo account.