I am developing a multi instrument strategy.
I am executing orders as follow:
if (tradeCountAlpha < MaxTrades
&& CurrentBar >= orderBufferBarAlpha + MinBarsBetweenEntries && alphaOrder !=2)
{
EnterShort(0, 1, "1");
tradeCountAlpha ++;
orderBufferBarAlpha = CurrentBar;
alphaOrder = 1;
}
if (tradeCountBeta < MaxTrades
&& CurrentBar >= orderBufferBarBeta + MinBarsBetweenEntries && alphaOrder !=2)
{
EnterLong(1, 1, "1");
tradeCountBeta ++;
orderBufferBarBeta= CurrentBar;
}
The problem is the strategy is not combining the separate entries into a single position...but rather treats them independently.
I am attaching a screenshot.
I want to be able to average them.
Please help
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