I have this strategy:
OBU()
{
if(Close[0] < Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).R2[0]
&&
Close[0] > Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).R1[0])
{
EnterLongLimit(Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).R1[0],"llargs");
EnterShortLimit(Pivots(PivotRange.Daily, HLCCalculationMode.CalcFromIntradayData, 0, 0, 0, 20).R2[0],"curts");
}
}
Mi aim is to set a long limit order at the R1 pivot just to wait to be filled and the same for the short limit order at the R2 pivot.
However, with this code only the long orders are filled, the short orders looks like doesn't exist.
I imagine that probably the two orders are against one of each other, so, what could I make for figure out this?
Thank you!!
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