Hi guys, how do you solve this problem?: I would like to use different indicators for opening/closing a position. I would like the orders to be executed automatically. I don't want the positions (let's say the mini S&P) of the different indicators to interfere each other? I am working with ibc.GetPositionSize... but here I cannot get any information of the indicator which placed the positions. Example: indicator 1 gives me a signal to buy 10 ES contracts. 10 ES are filled 5 min later indicator 2 gives me a signal to buy 10 ES contracts. But just 5 ES are filled. So I am long 15 contracts... If indicator 2 gives me an exit signal e.g. 1hour later, how should the the AT system know that it should sell just 5 contracts as just 5 were filled? ibc.GetPositionSize can't solve this problem...
Does someone know a solution for this problem? Many thanks, dubi
