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Entry.ReEntrydays not always respected when Multiple Positions in Flight is active #53

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tibkiss opened this issue Apr 13, 2023 · 0 comments
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tibkiss commented Apr 13, 2023

Given a backtest where Multiple Positions in Flight is enabled and ReEntryDays is set to 1.
When two parallel positions are finishing one day after an other.
Then the entry of the first finished position is delayed further by one day as the second
position's end date will be considered during calculation of the next potential entry.

Solution is to keep track of each parallel lane/track/slot 's exit time and enable re-entering
when any track is closed past ReentryDays.

@tibkiss tibkiss added the bug 🐛 Something isn't working label Apr 13, 2023
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