I have developed my stragey and is working fine. The probem I have is what I try to place limit order (long or short) with quantity then it does fill the whole quantity by the same price
For example, I place a limit order with 4 contracts at 1401. It takes 1 or 2 trades at 1401 and the rest on 1400.5 or so on
What I want is that it should take all the contracts as I takes on Dom or chart trading or if not possible then take only trades at 1401. Because then my calculation becomes invalid when system trades at different price
I will appreciate your help on that
Thanks
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