On my current long strategy I have 2 buy zones set up. I noticed the second entry is only triggering if its buy price is hit on the same bar that triggered entry 1. I thought my logic would allow for entry two to stay active. I commented out the only cancelorder code in the strategy and that isn't the issue.
This is off a daily timeframe and time in force is GTC.
Bar[1] price is always above the entry MIT price.
protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError) { #region Entry BZ2 if (order.Name == "EntryLongBZ1" && (orderState == OrderState.Filled || orderState == OrderState.Working)) { entryPriceBZ2 = lineBZ2 + ticksAboveBZ2 *TickSize; orderLongBZ2= EnterLongMIT(1,true,lotLBZ2,entryPriceBZ2,"EntryLongBZ2"); }
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