The option "Allow up to ... entry orders in the same direction as the currently held position..." doesn't affect the quantity of orders sent, it affects how many orders can be filled. In case 1 order is already filled and it's specified to allow 1 order in the same direction, the rest of the orders that were sent are cancelled.
"Optimize order flow" option should not be enabled by default as it is not necessary for all users and their setup. You can read more about how this option works here:
https://www.multicharts.com/trading-sof ... Order_Flow
You are 100% correct. With optimize order flow = OFF: If I send in all orders at the same time for all named entries.... when the first gets filled the others cancel, if only 1 entry is permitted.
But can you not see the issue here? The backtest environment assumes that only one entry can be sent at a time (not all of them!) with this setting on:
Let me put it another way.... Should I have 3 different named entries and by chance they have all calculated that they want to buy next bar at the same price.... Let's say that price is instantly marketable next bar:
a) How does the backtest engine handle that?
b) How does live trading handle that with the default "optimize order flow = OFF"?
Answer:
a) Long from 1 entry name
b) Long from ALL entry names (surprise!!!)
I may have missed an issue with defaulting to optimise order flow = ON. Else this is a slam dunk, job done, apply it to the next release job, no?