Hi Marc,
what the AlgoWizard have in the Strategy Control are the conditions:
- Last Order was
- Last Order was not
- Market Position
- Market Pos. Size (Sum of all open Pos)
- Market Pos. Count (Returns the No. Of market Position)
Here Here I am missing a condition that reads: find the oldest position of a long or short active order and return the lotsize of this oldest long or short order.
Pros:
- make the AlgoWizard more flexible
- can handle oldest position and the lot size of the oldest active order