When using Set() methods it is a little different. You can't do it via regular Enter() and Exit() methods because you can't submit the orders on the bar yet, but Set() methods take into account that you want the stop/target immediately after you have submitted your order. If the bar has the stop price anywhere in it it will just stop out the position right there. This is a conservative approach to fill algorithm and it is necessary to prevent overestimates of your strategy performance. There is little that will be changed in this regards.
Unfortunately you will just have to change your condition logic if you do not wish this to happen. You could try adding something like if (BarsSinceEntry() > 1) to the other conditions. Now of course you would want to change it back when you bring this strategy live though.
Unfortunately you will just have to change your condition logic if you do not wish this to happen. You could try adding something like if (BarsSinceEntry() > 1) to the other conditions. Now of course you would want to change it back when you bring this strategy live though.
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