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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.
The text was updated successfully, but these errors were encountered:
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.
The text was updated successfully, but these errors were encountered: