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UniqueEntries + set methods + average price vs respective price

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    UniqueEntries + set methods + average price vs respective price


    Hello everyone,

    I have a question regarding the set methods :
    -> when the strategy has for parameter UniqueEntries, and multiple different orders are active,
    the strategy exits at the average price of all the active orders.

    But I cannot find the right code in order to have each exits at each respective stop or target from its entry price (instead of the average price), even if the code looks like below :
    SetStopLoss("entrySignala", CalculationMode.Ticks, someIntaFromEntryPrice, false);
    SetProfitTarget("entrySignala", CalculationMode.Ticks, someIntbFromEntryPrice);

    Is this expected ? and what am I missing ?

    #2
    Hi Amedeus, thanks for posting.

    SetStopLoss will always place the stop relative to the average entry price, and there is only one average entry price. You must use an Exit order and submit your protective orders in OnOrderUpdate/OnExecutionUpdate to target the fill price of each entry. I linked a related example below:



    Best regards,
    -ChrisL

    Comment


      #3
      Hey Chris, thank you very much,

      duly noted.

      have a great day.

      Comment

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