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Open Feature request MC-2503

Allow an option to send multiple orders per bar

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Description

Tradestation and other well known trading platforms all multiple orders to be sent per bar per signal calculation.

At present multiple orders in the same direction are summed up and one summed order is sent (using the optimize order flow option) OR (not using optimize order flow) only the first issued order is sent and the other orders are not sent which is very confusing and is not consistent with the way Tradestation works (so converted strategies will no longer work if they use multiple orders per bar and you do not use optimize order flow).

Please allow an option to send multiple orders per bar without summing into one large order. This is very helpful where you want to hide total market order and break an order into multiple chunks that do not show one big sized order to the market.

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