Well I got my wish, and the USDCHF trades ran north into a hedge trade.
There was a problem: the MM lines redrew after the final +2/8 extreme line but before the hedge trade was made. The result of this was that an extra level 1 trade for 0.01 lots was made at what was now the new 7/8 level. The hedge trade was correctly made (after that) for the specified multiple (I set it to 1) including the erroneous extra level 1 trade.
Hopefully I've explained it clearly, but the picture may help.
Update: 2 other problems with hedging (may be related to the grid changing whilst hedged trades open)
a) The hedge should have closed on return to grid and didn't
b) More pending orders have been placed for the new grid whilst the original hedged trades are still open, using same magic number. I'm wondering how these trades will close - maybe take out all the hedged trades too? None has been triggered so far ....
There was a problem: the MM lines redrew after the final +2/8 extreme line but before the hedge trade was made. The result of this was that an extra level 1 trade for 0.01 lots was made at what was now the new 7/8 level. The hedge trade was correctly made (after that) for the specified multiple (I set it to 1) including the erroneous extra level 1 trade.
Hopefully I've explained it clearly, but the picture may help.
Update: 2 other problems with hedging (may be related to the grid changing whilst hedged trades open)
a) The hedge should have closed on return to grid and didn't
b) More pending orders have been placed for the new grid whilst the original hedged trades are still open, using same magic number. I'm wondering how these trades will close - maybe take out all the hedged trades too? None has been triggered so far ....