I am getting duplicated orders Filled In during a backtest, my checks are not self.Transaction.GetOpenOrders(symbol) and not self.Portfolio[symbol].Invested, the orders are sent at the same time, how else can I check if that order has already been submitted?
for symbol in set(activeSymbols):
if self.symbolDataBySymbol[symbol].indicator is not None and self.symbolDataBySymbol[symbol].indicator.buySignal:
if not self.Portfolio[symbol].Invested and not self.Transactions.GetOpenOrders(symbol):
entryTicket = self.LimitOrder(symbol, quantity, price)
entryTime = self.Time
self.symbolDataBySymbol[symbol].entryTicket = entryTicket
self.symbolDataBySymbol[symbol].entryTime = entryTime
Varad Kabade
Hi Ricardo Cortez,
Would you mind attaching a backtest highlighting the error for a precise diagnosis?
Best,
Varad Kabade
Ricardo Cortez
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