Strategy opened more than 1 Entry Per Direction when I have opened positions that weren't closed.
Instruments: EURUSD and GBPUSD
protected override void OnStateChange() { if (State == State.SetDefaults) { EntriesPerDirection = 1; EntryHandling = EntryHandling.AllEntries; } }
The server disconnects on Friday after FX market closes and reconnects and opens on Sunday.
Is that why EntriesPerDirection and EntryHandling failed during simulated trading?
This is a "multi-instrument" pair trading strategy.
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