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Open Feature request MC-384

Exit Master strategy do not distribute new lots to all exit levels according to the exit strategy

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Description

My Master exit strategy has 3 profit target and stop loss levels. I use percentage for setting quantities. For the first level  I set 50%, for the second level 25% and for the third by default is "remainder". So, if I open position of 10 lots and apply exit strategy to it, the strategy issues orders for 5 lots in the first level, for 2.5 lots in the second level and 2.5 lots (reminder) for the third level. Now I add to the position 6 more lots and have totaly 16 lots. I expect the strategy will adjust quantity in its levels as follows: 50 % of newly added position (3 lots) will add to the first level, 25% of newly added position (1.5 lots) will add to the second level and the rest (1.5 lots) to the third level. If it would work in this way, I would have now 5+3=8 lots in the first level, 2.5+1.5=4 lots in the second level and 2.5+1.5=4 lots in the third level. Instead of doing previously described, the strategy adds all 6 new lots only to the third level, it do not distribute new lots to all exit levels according to the exit strategy.

Steps to reproduce this issue

Program the master strategy that it can distribute quantity of new portion of the position to all exit levels according to the exit strategy.

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Issue basics
  • Type of issue
    Feature request
  • Category
    Performance
  • Targeted for
    Not determined
  • Status
    Under Review
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  • Type of bug
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  • Likelihood
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  • Severity
    Normal
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