I am working with NT8
I want to make a simple gap strategy, that send buy limit and short limit orders to both sides of a day gap. But only the first limit order is effective in Strategy Analyzer
Code:
if (Times[0][0].TimeOfDay == InicioSesion.TimeOfDay)
{
if (OpenHoy > CloseAyer){
paraLong = CloseAyer - AnchoZonas;
paraShort = OpenHoy + AnchoZonas;
}else{
paraLong = OpenHoy - AnchoZonas;
paraShort = CloseAyer + AnchoZonas;
}
EnterLongLimit(1, paraLong, @"limitLargo");
EnterShortLimit(1, paraShort, @"limitCorto");
}
I also observe that the order is only executed in the following bar, but I want both limit ordes to be GTC, and I have Time in Force = GTC in Strategy Analyzer
What is wrong?
Comment