I created a strategy that scales out half of the position at target 1 and the other at target 2. I followed Josh's example on scale out by using SetProfitTarget:
SetProfitTarget("P1", CalculationMode.Ticks, 10);
SetProfitTarget("P2", CalculationMode.Ticks, 20);
EnterLong(5, "P1");
EnterLong(5, "P2");
The strategy worked as expected in my backtesting. However, in living trading, my whole position was scaled out at target 1. I couldn't believe my eyes and applied the exact same strategy on the same (but now historical) data. It again worked as expected, that is, exiting half at target 1 and the other at target 2.
This problem is very puzzling to me. Any help, please!
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