I'm using the following exit in my strategy...
ExitShortLimit(int barsInProgressIndex, bool liveUntilCancelled, int quantity, double limitPrice, string signalName, string fromEntrySignal)
However, in my strategy occasionally 2 entries are triggered at the same time resulting in twice the intended position size.
So, if I have double the intended position size, what can I can use to put into 'int quantity' so that the whole position is exited?
(I need to use the above exit as the order needs to remain live until its executed or cancelled).
Comment