i am trying this:
if (true)
{
EnterShortLimit(sentry);
EnterLongLimit(lentry);
}
when i test the strategy i get some results, now if i try it this way:
if (true)
{
EnterLongLimit(lentry);
EnterShortLimit(sentry);
}
i get totally different results:
i looked at the chart for both strategy results, and it seems if i placed a LONG LIMIT order first, and there was no LONG fill, While the price of the bar hit & passed my SHORT limit order (which was second in the order), i will not get any fills!
is this normal? how to write such a script???
Thanks.
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