quickScalpOrder = EnterShortLimit(0, true, 100000, Low[1], "RedRatReversal");
causes NT to create a 100000 orders instead of 1 order with 100000 units! Ouch!!! Each order goes through it's own state change cycle (accepted, pending, filled etc.) so as you can imagine we get stuck in an almost infinite loop.
This only happens on market replay, the strategy works perfectly in live market conditions. Any idea why? I'm basically incapable of using market replay right now because of these limitations. Please advise on what I could do to fix this issue.
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