I'm placing more order is same way on different levels and i would like to have SL for each order.
Currently i'm trying to set SL in 'OnExecutionUpdate' but it seems like SL is setted to late, for eg: If market is volatile and default SL is setted close to level, it's sometimes filled in same time as order is filled.
Did someone have same issue like me?
Thank you for your ideas.
Comment