The trailing stop in each strategy should be based on the average price of all open positions of that particular strategy. Having multiple strategies on the same instrument should not change anything as each strategy only looks at its own profit/loss values.
One thing I’d like to add is that both of my “strategies” have exactly the same entry rules. The “multiple strategies” in my example are only separated by entry time and stop size. I’ve read what has already been said about how one strategy shouldn’t conflict with another, but I thought it might be worth adding just how similar the two strategies are just in case this might be an obscure bug or something. Having seen the screenshot where there is a trade that is clearly performing well but the stop doesn’t change, can you think of a better explanation?
If you change / add to your code as below and follow the GRAPH values against exits you can see that only way that there is an exit is via the TS??
Yes, that is my strategy. Exit of each trade is the trailing stop.
