Please try using 4 as the entries per direction when you apply the strategy or using UniqueEntries for the EntryHandling mode. If you are trading multiple entries in the same direction you will need to increase the entries per direction to match what you want to allow.
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Sample using Multi-Instruments in strategy
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The code used is in the attached file.Attached Files
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Hello MGHORBEL,
Are you doing the exact same test with the same primary instrument being used? If any of the series are duplicated meaning if you use a primary that is also being added as secondary that will change how the Positions collection reports, you would need 4 different instruments for that test to show a position on each bars in progress.
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