If I want to overcome the broker’s limit, say 50 lots per order, may I write:
CumulateOrders = False
.
.
BUY 50 Contracts at market
BUY 20 Contracts at market
.
.
to buy 70 contracts?
If yes and I want to close all of them, shall I later write SELL AT MARKET once or twice?
Thank you.
I assume you mean the 50 trades per day per trading strategy in PRT?
If yes, this PRT 50 executions limit per day and not a limit on the number of contracts per day. As far as i know you can open as many contracts as you like.