When we do the tests in the backtesting, all the operations carried out, purchases or sales, that use multiple contracts, configure your stop and your target with the number of contracts that were placed at the time of starting the position, for example, 5 contracts are purchased at 7500.00, of which I am assigned 2 contracts at one price and 3 at another, and a stop and a target of 5 contracts are configured. But in the real market when taking a position of multiple contracts, only the stop and the target are configured with the number of contracts that are executed at the first price level, that is, if we buy 5 contracts at 7500.00 and of those 5 contracts I get 2 in 7500.00 and 3 in 7500.25, the target and stop that are configured, are configured based on the order that gave me the first 2 contracts at 7500.00, as a result of this I would have a position of 5 contracts at a value between 7500.00 and 7500.25 with a stop and a target that would only cover 2 of those 5 contracts, leaving after taking the stop or the target 3 contracts without any kind of exit order.
What should I do to prevent that from happening?? thanks so much.....
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