I am working with unmanaged orders. I was under the impression that if I gave an entry and exit order the same SignalName, that the trade summary (after running a backtest eg) would group them together. But that does not seem to be the case.
I managed to replicate this in a very simple example (see screenshots)
In the below example, I created 2 groups of 3 orders each with an entry, a target and a stop.
group1:
- entry order: buy
- target sell order
- stop sell order
group2:
- entry order: sell
- target buy order
- stop buy order
I keep track of the target/buy and when one is filled, cancel the other (not using the oco, but rather replicating it in my code) - you can see from the orders that that worked as desired.
I was hoping to see the Entry name and exit name matched to give me the trade details.
Is there a way of forcing this? Otherwise, I have to export all executions and match them myself. But then i miss some of the interesting details and I cannot use the backtest chart for analysis.
I managed to replicate this in a very simple example (see screenshots)
In the below example, I created 2 groups of 3 orders each with an entry, a target and a stop.
group1:
- entry order: buy
- target sell order
- stop sell order
group2:
- entry order: sell
- target buy order
- stop buy order
I keep track of the target/buy and when one is filled, cancel the other (not using the oco, but rather replicating it in my code) - you can see from the orders that that worked as desired.
I was hoping to see the Entry name and exit name matched to give me the trade details.
Is there a way of forcing this? Otherwise, I have to export all executions and match them myself. But then i miss some of the interesting details and I cannot use the backtest chart for analysis.
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