-Run calculations on all instruments in the strategy
-Buy the top 5 instruments
-Short the bottom 5 instruments
For some reason, I get long 1 instrument and short 1 instrument, but I can't get long or short the 5 instruments.
I am using the method call
IOrder order = EnterLong(key, tradeSize, entrySignal);
where:
-key is the index value in the BarsArray
-tradeSize is = 1
-entrySignal = "ETF" + key + "-" + CurrentBar
So the first one works, but in Visual Studio I can see that every method call to EnterLong after that returns null. Any ideas why?

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