I'm trying something a little kooky for more efficient back-testing purposes... it basically involves placing multiple orders within the same bar.
As a result, I'm ending up with this:
4/21/2009 11:16:06 PM Strategy Error on calling the 'OnOrderUpdate' method for strategy 'ProtectDownMulti': More than 100 subsequent user events
...? What's a user event? I should probably have about 20 stop orders queued up (on the same bar) at this point, not 100. What's the fundamental constraint here?
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