Has anyone noticed if you are running a strategy that can be long and short that the move from long to short happens all at once?
I am trying to write a strategy that is going to scale into and scale out of positions rather than exit the whole positions and goes short. I have tried to do this by avoiding using {default quantity} and using a fixed amount of 1 but no luck so far...
That will let me accumulate a position (one at a time) but when the sell signal comes along the strategy sells the whole accumulated position and goes short 1.
Am I missing something?
Thanks
Alex
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