I have an automatic strategy developed for futures which allowed to Long or Short a futures, i.e. ES mini. At first I use the EnterLong() / EnterShort function for my strategy and it can automatically reverse my position. However, when I use the EnterLongLimit() / EnterShortLimit(), it can't reverse my position. It will stay with the initial position until it hit profit / stop loss order. Can anyone explain the reason and what should be done to make it happen?
Because if use the EnterLong/EnterShort, it become market order which lead to higher execution price.
Meantime, If I set an ExitShort + EnterLongLimit together under same condition, it happen theExitShort() executed on first bar then EnterLongLimit() executed at next bar. I actually want them execute at the same period! What can I do?
Thanks!!
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