EntriesPerDirection = 2.
DefaultQuantity = 300.
See attached chart.
07/16/2013 9:42:00 AM Position: Flat.
07/16/2013 10:06:00 AM Model 0 issues Buy Long 300 @ Market. Model 1 issues Buy Long 300 @ Market.
07/16/2013 10:18:00 AM Position: Long Qty 600.
07/16/2013 12:06:00 PM Model 1 issues SellShort Market Qty 300. NT closes Long position for Qty 600(see attached chart).
07/16/2013 12:18:00 PM Position: Short Qty 300. Model 1 order is 'Filled'. By my reckoning Model 0 should be Long 300 and Model 1 should be short 300.
07/16/2013 03:30:00 PM Model 0 issues Sell Long Qty 300. NT does ignores this order(returns null OrderID). Model 1 issues BuyToCover Market
07/16/2013 03:42:00 PM Position: Flat Qty: 0. Model 1 order is 'Filled' for Qty 300.
I'm looking for explanation on NT internal order handling for simultaneous Long/Short.
Also, is StrateyPlot() suppose to work in backtesting?
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