I need a bit of a help on how to handle orders in this strategy. The flow is simple, on the bar update, the check is performed if the bar is first bar of the session, if it is the strategy is placing 3 orders for long and 3 orders for short. The issue occurs that if the long order is placed at the level above the current price it gets filled, even the limit price is set well above the current price level. And same applies for the shorts. Can somebody help on how i can manage this and ensure that my orders a filled at the requested level rather than what is happening right now.
Regards

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