at some point I issue an entry order (can be long or short)
EnterLongStopLimit(1,true,2,HighOfRange + 2*TickSize,HighOfRange + 2*TickSize,"MyLongEntry");
I need it to be ASAP but not market. and close to the trigger. so I use a stop limit.
I can see it in trace. I see the line like :
11/8/2017 10:19:15 AM Strategy 'MW7/120585512': Entered internal SubmitOrderManaged() method at 11/8/2017 10:19:15 AM: BarsInProgress=1 Action=Buy OrderType=StopLimit Quantity=2 LimitPrice=13413 StopPrice=13413 SignalName='MyLongEntry' FromEntrySignal=''
when I run it on historical data all is ok.
when its live data or even Playback, I sometimes (not always) get several entry points instead of the Quantity I ordered. for example above I can get two entries, each with Qty1. in total its 2. and when I exit the position, obviously I get two exits.
what can be the reason ?
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