Say I'm long and the condition to enter short is true. Could it be possible that ExitLong() doesn't exit my long "quick enough," and therefore Position.MarketPosition == MarketPosition.Flat evaluates to false?
Thanks
protected override void OnMarketData(MarketDataEventArgs e){ if (condition to enter short) { ExitLong(); if (Position.MarketPosition == MarketPosition.Flat){ //enter short } } }
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