Are you specifically expecting that the entry will happen on both instruments at the exact same time, one entry per script? Yes Jesse i wish in both strategys entrys in the same time with conditions in SPY.in both,
In realtime you may see that one instrument has slower or faster data which could result in different fills.The fills is no my problem, The time for the fill yes. In ExitEs entry one bar late
can you tell me what primary series is being used for each strategy? One minute in both Strategys
I annex two charts
Chart SPY with Strategy ExitSPY, you can see entry bar 9.32
Chart ES with Strategy ExitES you can see entry bar 9.33. I wish entry in 9.32
Please i must wrong my code in ExitES but i try differents ways and can not solved.
Regards
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