I have created an strategy using your code sample. I have also included short entries. It works as expected.
The problem is that when I run the strategy there is only one entry per direction at the same time although I select 5. This problem does not exists when setting stops and profits in State.Dataloaded section.
What would be the correct approach to solve this? I have benn looking for any example in the forum and I have not found it.
Thanks a lot
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