What is the best way to submit a market order without eventually getting rejected? EnterLong() and EnterShort() is prone to rejection.
Also, I found that using EnterLongLimit(GetCurrentBid()) or EnterLongLimit(GetCurrentAsk()) and exiting the limit order at either the bid or the ask, ignores the condition for order exit. Instead, it exits on the SAME bar as entry, resulting in very different results on strategy testing than EnterLong()...why is this?
Thanks, Yemi
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