I want to implement a Stop Loss in a strategy which uses Stop Market Entry Orders. These Entry Orders sometimes also reverse the position.
I am submitting ExitLongStopMarket every bar as long as the position is long and vice versa for the short side to make the Stop Loss work. However, with this approach the strategy sometimes ignores my Entry orders when the entry order reverses the position. What can I do to avoid this?
I am aware of the Internal Order Handling Rules to reduce unwanted positions but how can I solve this problem?
Thanks in advance!
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