I have realized a strategy that he/she works with ticks by ticks (CalculateOnBarClose = false).
It sometimes happens that you/they are activated some double orders with the same price, thing that is not anticipated.
I make sense of me: I am flat, my conditions of entry defined on the Level II of the book activate an order EnterLongLimit with a datum price EntryPrice.
If the condition of activation of the order remains him active still another order EnterLonLimit with the same price,
then I am me to have two leaning orders that you/they then arrive to be completed (filled).
At the end I have two orders to the same price to the place of one. How can I avoid the generation of the double orders? Thanks
It sometimes happens that you/they are activated some double orders with the same price, thing that is not anticipated.
I make sense of me: I am flat, my conditions of entry defined on the Level II of the book activate an order EnterLongLimit with a datum price EntryPrice.
If the condition of activation of the order remains him active still another order EnterLonLimit with the same price,
then I am me to have two leaning orders that you/they then arrive to be completed (filled).
At the end I have two orders to the same price to the place of one. How can I avoid the generation of the double orders? Thanks
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