The problem lies when you use non static SL and TP assigned on OnExecutionUpdate to a price value.
If you have an open position either long or short and assigned a stop loss or take profit orders to that position, if you reverse that position with an EnterShort() or EnterLong(). The strategy does not submit SL and TP orders for the new reverse position that you are in even though through print statements you can see that it follows the same flow as if it was like any other entry from Flat.
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