My understanding is that when WL auto-sends broker orders from signals, it first places sell orders and then buy orders. But I couldn't find documentation to support this.
I have a strategy that rotates external symbols to a WL Dummy account. When the strategy signals a sell of one position and a buy of another, the order manager first attempts to place the buy order and it errors with, "Not enough Buying Power for this order." Then it successfully places the sell order, which generates more cash than is required to execute the failed buy.
Is this an anomaly with the Dummy broker? Or could it be because I am placing the trades in a method that is called by BacktestComplete()?
I have a strategy that rotates external symbols to a WL Dummy account. When the strategy signals a sell of one position and a buy of another, the order manager first attempts to place the buy order and it errors with, "Not enough Buying Power for this order." Then it successfully places the sell order, which generates more cash than is required to execute the failed buy.
Is this an anomaly with the Dummy broker? Or could it be because I am placing the trades in a method that is called by BacktestComplete()?
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