Is it possible to add the following function to preferences? If according to the strategy on the same bar there are several limit orders for entry on the same ticker, then only the one with the less preferable price is executed. By analogy with "Preferences - Backtest - Exit Prioritization - Favor Stop (Pessimistic)"
To ensure that only one entry limit order is executed on one bar if there are several entry limit orders in the strategy.
To ensure that only one entry limit order is executed on one bar if there are several entry limit orders in the strategy.
Rename
I think the way to handle this is to specify a Transaction Weight. Is this a code based or block strategy you’re working with?
This is a block strategy.
Now in strategies with a single symbol, orders are executed randomly if I limit the margin factor
You have multiple entry blocks I assume?
Yes, there are several entry blocks in the strategy. Entrances on different types of Bands.
Yes then we'd need some way to address that particular use case. Let's leave the request open.
For now, if you want to, you could convert the block strategy to C# code and then assign the same group code to each PlaceTrade call.
For now, if you want to, you could convert the block strategy to C# code and then assign the same group code to each PlaceTrade call.
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