When I do this in OnBarUpdate Method I get a "Internal Order Handlung Rules" violation / second order is ignored.
I also tried to submit the second order from OnOrderUpdate after first order is in Working state - but also does not work. Is there a way to implement EnterLongStop / EnterShortStop at same time?
My actual workaround is to run the strategy twice with direction Long/Short. Is it possible to integrate this into a Multi-Time Frame strategy by adding a second Bars object with same timeframe and process Long Trades at BarsInProgress == 0 and Short Trades at BarsInProgress == 1 ?
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