For the following example strategy that scales into TQQQ if the price dips 1% and 2% of open of the day, it seems that WL randomly picks one to fill if both orders become fillable during market hours (meaning at the market open the limit prices of the orders are not fillable) if there's only enough equity for one position since there's no weights assigned.
However in live trading the outcome should be almost deterministic: the order with higher limit price is filled since it will be reached first.
However in live trading the outcome should be almost deterministic: the order with higher limit price is filled since it will be reached first.
Rename
Good call. I think we can take care of that in the random weight scenario.
Of course, right now it would work as you expect it using the granular processing feature.
Of course, right now it would work as you expect it using the granular processing feature.
We've got a fix, but the strategy implementation in blocks probably won't give you the results you expect. When you have 2 different entries like this in blocks, they're really operating as 2 separate strategies - even when "Single Position" is selected (it's 1 position for each entry block).
Example:
Using 50% sizing, let's say the -1% block puts on a position, but price doesn't drop enough to get the -2% position. Tomorrow, the -1% position is sold at the open, price drops more than 2% and the -2% block puts on a position. In this case you'll be holding a -2%, without getting another -1% entry. (However, you could enable both entries on every bar with the Multiple Positions selection.)
The example scenario is certainly valid, but maybe not what you'd expect. For both of these entries to be valid only on the same bar and only selling on the next bar when a position was entered, you'd need to code it in a C# strategy (or develop a new pyramid entry block).
Example:
Using 50% sizing, let's say the -1% block puts on a position, but price doesn't drop enough to get the -2% position. Tomorrow, the -1% position is sold at the open, price drops more than 2% and the -2% block puts on a position. In this case you'll be holding a -2%, without getting another -1% entry. (However, you could enable both entries on every bar with the Multiple Positions selection.)
The example scenario is certainly valid, but maybe not what you'd expect. For both of these entries to be valid only on the same bar and only selling on the next bar when a position was entered, you'd need to code it in a C# strategy (or develop a new pyramid entry block).
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