I have a strategy written in NT7 and using EnterLong() I had no problems to test it on MRD (market replay data). But I want to start using it live so I have to adjust number of units for lots (or minilots, ...). When I use EnterLong(100000) instead of EnterLong() then I get two trades instead of one trade (see attached image). The same happens for position exit: One exit is Quantity=1 and the second exit has got Quantity with the remaining number of units up to the lot size of 100000. When I use standard EnterLong() without numbers, then everything is fine. With this problem also emerged another one with rejecting stupid orders generated by the not-wanted opened trades (see attached images). Why this happens and what shall I do to correct this erroneous behaviour?
Thank you
N.
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