I have been having trouble of using EnterStopLimit orders to exit and reverse position at the same time. Let say DefaultQuantity = 1, after my strategy pyramiding the positions (say current position = long 2 contracts), a sell signal occurs to warrant a short position, I use
EnterShortStopLimit(0, true, DefaultQuantity, Low[0], Low[0], "sell");
to trigger a short position. I expect NT will close out the 2 lots and short 1 lot. However, when I looked at the execution log, NT just closed out 1 lot and sold 1 lot...effectively ended up with a flat position rather than a short position. Is it a bug or is there any ways to get around the issue?
thx.
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