I used print(order_target_percent and it prints "None"but the order went in!
ordering function will return an order ID on success if the underlying broker (e.g. backtester or a live broker) returns an order ID on success, This is the case for most broker implementation. If you have observered otherwise, please share a minimal version of your strategy to blueshift support mailbox that can reproduce the observation and also add how did you confirm the order went in. We will investigate and get back to you.
The code is large so I would try to scale it before I send but that may be the issue. I think I need to clean and stress test it my code. Do you have any guildlines for how 'bulky' a code should be? I understand Big O and Time complexity but i think this may be a factor.
The observation is about the ordering function returning None but the order is going through. I would expect the code to replicate this will be a few lines to place the order that produce this observation, and possibly a few more lines to check if the order has indeed gone through. The behaviour of the ordering function is independent of your trading logic or core strategy idea, and should not be part of the code shared.