I am trying to execute my strategy on ICICI direct and I received following error and my strategy was halted.
Even though there was error, the trade went through and manually squared off the trade on icici direct portal.
Entry Limit Order rejected for leg with Symbol=NIFTY24JAN21400CE and Qty=500. Reason=Your broker is unable to execute the market order. Please check the order book..
My strategy has Entry Order Type and Exit Order Type set to Limit with buffer of 3 points. While deploying strategy AlgoTest warned me that ICICI direct does not support MIS orders and do you want to convert orders to Normal and I said yes.