Seeing that on each bar, we have to re-send a limit order, I'm just wondering if MC on the backend keeps the original limit order, or cancels and re-submits a new limit order to the exchange? I hope you are aware that we lose our order position in the order book (queue) if the latter is true - and it's pretty much a deal breaker. Either that or we need unmanaged code to be backtestable.
Questions about MultiCharts .NET and user contributed studies.
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