'..In January 1943 part of B5 Group had escorted a convoy of nine tankers on a new convoy route from Trinidad to Gibralter. German U-Boats found this convoy and attacked it, sinking seven of the nine tankers. The four-ship escort was so small that a U-boat trailed the convoy quite openly by day and, at one stage, an officer on the destroyer
Havelock ordered a light signal to be flashed to the U-Boat, 'Why dont you go away?'
Back came the reply 'Sorry, we have our orders.'
from the book CONVOY by Martin Middlebrook. it is a very good read