I have a bit of a problem with my strategy and cannot figure out why. Even though I set the strategy rule EntriesPerDirection=1, on LIVE testing sometimes it opens 2 positions and I don't understand why. During the back tests everything seems fine but on live testing every now and then it open 2 positions. Here below is my code, maybe the execution order is wrong, any suggestion to improve the code would be appreciated.
if (Close[0] <= sell_price) { if (Position.MarketPosition == MarketPosition.Long) { ExitLong(0, 1, "reversing","buy"); EnterShort(0, 1, "sell"); } if (Position.MarketPosition == MarketPosition.Flat) { EnterShort(0, 1, "sell"); } }
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