I am using managed approach in my strategies. I have a question about “Stop & target submission” property within custom strategy.
My understanding is that if I set the property to “ByStrategyPosition” and get partial fills on the order of 10 contracts (let’s say 1, 1 and 8), I should only have 1 stop loss resting order with qty 10 and 1 profit take resting order with qty 10. If I choose “PerEntryExecution”, the resting stop loss and take profit will mimic the way partial order was filled (1, 1 and 8). My strategy only submits SL and Take Profit after all contracts are filled (entryOrder.Filled == entryOrder.Quantity)
Is my understanding correct?
I was testing this property on Sim account, and even though I had property set to “ByStrategyPosition”, I still got 1,1 and 8 resting orders for both stop loss and take profit.
Thanks,
redduke
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