I am using Algoverse and have deployed the Credit Spread PE strategy.. today the strategy got executed at 9:20 am and hit the SL at 10:00. Post that same strategy was deployed but only partially. It sold Nifty 25750 PE while the Nifty 25250 PE order was cancelled and not executed creating an unhegded position. I am attaching the snapshot here for your reference.. please check and revert
@NEHA_31098259 Let me check with team and get back. I see you have a executed order where you bought 25250 PE @ 10:03:35 - Have you executed order this manually?
@NEHA_31098259 Please DM me your UCC - Client code to check this further.
Yes I have executed the order manually 2 mins after it was cancelled and created a hedged position
As requested 5RAM6X is my client id
@VINIT today agin there is same issue where the Credit Spread strategy is only executed half way. Check the attached snapshot.
Thank you for reaching out. Based on the snapshot provided, the order was cancelled as per the platform’s standard execution logic designed.
Here all orders placed through the platform are executed as limit orders to prioritize price protection and minimize slippage.
And along with this, we utilize a “Limit Order Buffer,” which sets a specific price range for orders to be executed. In this instance, the order was cancelled because the market price moved outside that buffer range before the order could be filled
However we have noted your feedback. We will use our backtesting engine to evaluate if we can refine these buffer settings to minimize such occurrences while still maintaining robust protection against slippage.
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