Hi
I have this code that looks for a certain criteria, then it's allowed to take a long entries within 40 bars after the criteria. I want all my orders to be limit orders for the entries, the way it works now is that it enters at the first bar where it finds some of the values from some of the limit orders, then it doesn't take any new limit orders on later bars (even though it's still within the 40 bars) when the price goes lower to my values. So my question is, can I get it to take multiple limit orders over several bars before it starts to sell?

 

Code

inputs: Price(Low), LeftStrength(2), RightStrength(2), ActivationThresholdDollars(150), TrailingStopDollars(50), EntryWindow(40), StopLossDollars(2500), StartTime(0100), EndTime(1730), EntryPercentageBelowPivotLow1(0.0002), EntryPercentageBelowPivotLow2(0.0004), EntryPercentageBelowPivotLow3(0.0006), EntryPercentageBelowPivotLow4(0.0008), EntryPercentageBelowPivotLow5(0.001), EntryPercentageAbovePivotLow1(0.0002), EntryPercentageAbovePivotLow2(0.0004), EntryPercentageAbovePivotLow3(0.0006), EntryPercentageAbovePivotLow4(0.0008), EntryPercentageAbovePivotLow5(0.001), ProfitTarget1(100), ProfitTarget2(105), ProfitTarget3(115), ProfitTarget4(120), ProfitTarget5(130), ProfitTarget6(140), ProfitTarget7(150), ProfitTarget8(160), ProfitTarget9(170), ProfitTarget10(180); variables: intrabarpersist double OnePriceTick(0), int LastPivotLowBar(0), double RSIValue(0), bool PivotLowSignal(false), double TrailingStopPrice(0), bool TrailingStopActive(false), int BarCounter(0), bool EntryWindowActive(false), double EntryPrice1(0), double EntryPrice2(0), double EntryPrice3(0), double EntryPrice4(0), double EntryPrice5(0), double EntryPrice6(0), double EntryPrice7(0), double EntryPrice8(0), double EntryPrice9(0), double EntryPrice10(0), double EntryPrice11(0), double StopPrice(0), int EntryCount(0); once begin OnePriceTick = MinMove / PriceScale; end; if Time >= StartTime and Time <= EndTime then begin if PivotLowVSBar(1, Price, LeftStrength, RightStrength, RightStrength + 1) <> -1 then begin LastPivotLowBar = CurrentBar; EntryPrice1 = Low[RightStrength]; EntryPrice2 = Low[RightStrength] * (1 - EntryPercentageBelowPivotLow1); EntryPrice3 = Low[RightStrength] * (1 - EntryPercentageBelowPivotLow2); EntryPrice4 = Low[RightStrength] * (1 - EntryPercentageBelowPivotLow3); EntryPrice5 = Low[RightStrength] * (1 - EntryPercentageBelowPivotLow4); EntryPrice6 = Low[RightStrength] * (1 - EntryPercentageBelowPivotLow5); EntryPrice7 = Low[RightStrength] * (1 + EntryPercentageAbovePivotLow1); EntryPrice8 = Low[RightStrength] * (1 + EntryPercentageAbovePivotLow2); EntryPrice9 = Low[RightStrength] * (1 + EntryPercentageAbovePivotLow3); EntryPrice10 = Low[RightStrength] * (1 + EntryPercentageAbovePivotLow4); EntryPrice11 = Low[RightStrength] * (1 + EntryPercentageAbovePivotLow5); if EntryCount < 10 then begin Buy("Long-0.0002") 1 contract next bar at EntryPrice2 limit; Buy("Long-0.0004") 1 contract next bar at EntryPrice3 limit; Buy("Long-0.0006") 1 contract next bar at EntryPrice4 limit; Buy("Long-0.0008") 1 contract next bar at EntryPrice5 limit; Buy("Long-0.0010") 1 contract next bar at EntryPrice6 limit; Buy("Long+0.0002") 1 contract next bar at EntryPrice7 limit; Buy("Long+0.0004") 1 contract next bar at EntryPrice8 limit; Buy("Long+0.0006") 1 contract next bar at EntryPrice9 limit; Buy("Long+0.0008") 1 contract next bar at EntryPrice10 limit; Buy("Long+0.0010") 1 contract next bar at EntryPrice11 limit; EntryCount = EntryCount + 1; end; end; end; if MarketPosition <> 0 then begin SetStopLoss(StopLossDollars); // Set profit targets for each entry Sell("PT1") 1 contract next bar at EntryPrice2 + ProfitTarget1 * OnePriceTick limit; Sell("PT2") 1 contract next bar at EntryPrice3 + ProfitTarget2 * OnePriceTick limit; Sell("PT3") 1 contract next bar at EntryPrice4 + ProfitTarget3 * OnePriceTick limit; Sell("PT4") 1 contract next bar at EntryPrice5 + ProfitTarget4 * OnePriceTick limit; Sell("PT5") 1 contract next bar at EntryPrice6 + ProfitTarget5 * OnePriceTick limit; Sell("PT6") 1 contract next bar at EntryPrice7 + ProfitTarget6 * OnePriceTick limit; Sell("PT7") 1 contract next bar at EntryPrice8 + ProfitTarget7 * OnePriceTick limit; Sell("PT8") 1 contract next bar at EntryPrice9 + ProfitTarget8 * OnePriceTick limit; Sell("PT9") 1 contract next bar at EntryPrice10 + ProfitTarget9 * OnePriceTick limit; Sell("PT10") 1 contract next bar at EntryPrice11 + ProfitTarget10 * OnePriceTick limit; end;

I think you may be looking at a platform issue, not an EL issue. On your platform, in the settings for your Strategy, look for a way to "Allow up to [ x ] entry orders in the same direction as the currently held position:" NOTE: the quotes are how controlling multiple entries is stated in the "Strategy Properties" when using MultiCharts. I assume the verbiage is similar in other platforms.