Limiting the number of Round Trips would avoid an accidental runaway condition, when simutaineous buy/sell trigger condition exists (due to an accidental programming flaw in the stategy logic). By not limiting the number of Round Trips, it could be costly in terms of trade commissions and slippage for hundreds of trades should such an event ever occur.
I see under Order Handling, a property 'Entries Per Direction'. Is this the same as round trips or something else? What would be the best way to handle this, including the set/reset, for this kind of round trip feature?
Thanks, borland
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