protected override void OnBarUpdate() { if (CrossAbove(rsi,30,1) LE=EnterLong(); } protected override void OnExecution(IExecution execution) { if (LE!=null && execution.Order.Token==LE.Token) { LE2=EnterLongLimit(entryprice-2points); LE3=EnterLongLimit(entryprice-4points); } }
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Multiple Entries Issue
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Multiple Entries Issue
I am writing a strategy that will allow multiple signals in the same direction. For example I want to buy EVERYTIME the RSI crosses over 30 and sell EVERYTIME it crosses under 70. Now when one of these entries occur, I also have subsequent entries. Say I want to add (up to 2 positions) every 2 points the market moves against me. So my code looks as follows.
Code:Tags: None
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