Does anyone know the expected behavior for the following example.
A signal is generated to buy 10 lots at market. Once filled, five lots are at one price and the other five are a tick higher due to slippage. So there are two different entry prices.
Further in the signal an OCO order is generated based on entry price.
Would there be two OCO orders in this instance since there are two entry prices?
Thank You -
Different Entry Price - Expected Behavior
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Angelina MultiСharts
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Re: Different Entry Price - Expected Behavior
Hello Tony,
It depends on the code. If your code generates a single exit order then there will be a single exit order, disregard partial fill.
It depends on the code. If your code generates a single exit order then there will be a single exit order, disregard partial fill.