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Opening multiple orders in different directions

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    Opening multiple orders in different directions

    Hello

    I'm using EnterLongStopMarket and EnterShortStopMarket for entry orders and each time the entry signal name is unique. With each entry order I set SetProfitTarget and SetStopLoss with the entrie's unique signal name.

    Currently I'm getting this error: Strategy 'MyCustomStrategy/255159994': An Enter() method to submit an entry order at '11/01/2022 08:56:40' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.

    I read through the "Managed Approach" article and I can see where the problem is. My method that generates order to enter is ignored because a position is open and an order submitted by a set method (SetStopLoss() for example) is active and the order is used to open a position in the opposite direction.

    Is there any way around this so it would be possible to open multiple orders in different directions without one canceling the other if their entries and exits overlap in the same price range? I would like if each my entry order (together with its SetProfitTarget and SetStopLoss) gets treated separately.

    Thank You!



    #2
    Yes, use the Unmanaged approach.

    You would be well-advised to think carefully about what you are trying
    to achieve. I mean, if you're trading futures, if your strategy position
    becomes out of sync with your account position, you may see some
    surprising and unexpected results.

    Last edited by bltdavid; 02-01-2022, 06:30 AM.

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