I am entering based on a limit order. The below behavior I am seeing is in Strategy Analyzer. The below behavior is consistent whether if I have "fill limit orders on touch" checked on or off.
EnterLongLimit(17,true,Convert.ToInt32(fxToBuy), ( Lows[17][0]+ Highs[17][0])/2, @"Long1_aud");
Say in my backtest, there were 100 trades. It seems 50 of them end up having multiple entries. In other words, say fxtobuy in the above code is 300,000 - the NT execution engine is splitting the quantity for many of my trades in 100k lots and then entering these in the market. Please note, I am not doing anything where I am directly telling NT to split my order. Also please note, this does not happen for all of my trades, many of my trades are filling the entire 300k in one instance. My exact entry code is above. Is this expected behavior so to "emulate" real market environment?
Fx market is a fairly liquid market so I'm a bit confused why the orders would be split up to emulate market liquidity.
Question 2)
If above is expected behavior: Say I am trading in the live markets and I have a limit order to buy 300k EURUSD with a entry name "EURUSD_BUY." Further say, 100k worth of my order is filled at 1PM , remaining 200k is filled at 3PM. Do both of those separate fills become part of "EURUSD_BUY" entry? The reason why I am asking this is because my exit orders are based off entry orders names.
Question 3)
Your guide for this type of order states:
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UPDATE
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I tried with EnterLong instead of EnterLongLimit; the results are the same... for some reason my positions are being entered in increments.... at random times. Attached are the exact entries and exits.
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