Starting from a vrey simple strategy :
protected override void Initialize(){ CalculateOnBarClose=true; EntryHandling=EntryHandling.AllEntries; EntriesPerDirection=10; SetStopLoss(CalculationMode.Ticks,stpTicks); SetProfitTarget(CalculationMode.Ticks,ptTicks); } protected override void OnBarUpdate(){ if (way[0] == 1) EnterLong(); else if (way[0] == -1) EnterShort(); SetProfitTarget(CalculationMode.Ticks,ptTicks); }
However, if I work with limit orders
protected override void OnBarUpdate(){ if (way[0] == 1) EnterLongLimit(Close[0]-ticksAway*TickSize); else if (way[0] == -1) EnterShort(Close[0]+ticksAway*TickSize); SetProfitTarget(CalculationMode.Ticks,ptTicks); }
All positions/trades from opposite direction are then disregarded, like there's some interference somewhere. How's that ?
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