I have single instrument scripts I have programmed (not from the wizard, but by hand). They work just as I expect. I then created a multi-instrument script. This works just as I expect, but only for certain trading combinations. I have 3 instruments:
1) The base instrument - BarsArray[0]
2) The long instrument - BarsArray[1]
3) The short instrument - BarsArray[2]
This configuration works just as expected. The base is used just for signals, the long is for going long, the short for going short. Note that I exit the long and go short at the same bar (and vice/versa).
Then I wanted to have this configuration:
1) The base instrument - BarsArray[0]
2) The long instrument - BarsArray[1]
3) The 2nd long instrument - BarsArray[2]
So I used the same code but changed the EnterShort for the BarsArray[2] instrument to an EnterLong. The same for the exit. In that case I never can enter the BarsArray[1] instrument long! I speculate that it is not until the bar actually closes that I get the buy/sell so it thinks there are two positions long at the same time? I believe it is something like this. Any thoughts?
1) The base instrument - BarsArray[0]
2) The long instrument - BarsArray[1]
3) The short instrument - BarsArray[2]
This configuration works just as expected. The base is used just for signals, the long is for going long, the short for going short. Note that I exit the long and go short at the same bar (and vice/versa).
Then I wanted to have this configuration:
1) The base instrument - BarsArray[0]
2) The long instrument - BarsArray[1]
3) The 2nd long instrument - BarsArray[2]
So I used the same code but changed the EnterShort for the BarsArray[2] instrument to an EnterLong. The same for the exit. In that case I never can enter the BarsArray[1] instrument long! I speculate that it is not until the bar actually closes that I get the buy/sell so it thinks there are two positions long at the same time? I believe it is something like this. Any thoughts?
