I am testing a sample strategy that place sell limit orders when "Close[0] > level" and buy lmit when "close[0] < level" with CalculateOnBarClose = false.
when the price is triggered the strategy correctly place the orders immediatly(NOT at the end of the bar), but if the market come back above/below the level it waits the close of a bar to change/delete the orders (like CalculateOnBarUpdate= true).. can you help me?
thanks
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