I have had problems with this command, too, but the other way around. In one backtest, I noticed that a few orders were NOT carried out, when I had “cumulateorders = false” at the beginning of the code, although they should have been, because there was NO position in the same direction open at the time. When I removed “cumulateorders = false”, everything went fine. I have not experienced this in live automated trading, though.
It appears that “cumulateorders = false” is not 100% reliable, and prorealtime should look into this command.
For the moment, it may raise safety, when you add to all buy or sellshort commands the following conditions :
If not longonmarket then
buy 1 contract at market
endif
or
If not shortonmarket then
sellshort 1 contract at market
endif
I have this in all my codes all of the time, without problems. Cumulation does not occur.
