Taking a buy as an example, BB finds a long trend trade trigger, with Carolco enabled, so it:
- Sends two buys, the second one with a tp.
- Sends a gird of pending buys, the first one to open at the tp of the second buy, the one with the tp.
So, with a gap of 20 pips between the original buy and the first grid, given a market price of, say, 1.5000:
- trade 1 has a tp at 1.5020
- trade 2 fills at 1.5020
Fine, except that the spread appears to stop this happening with total accuracy, and we end up with 3 buy trades open. So, my question is this: to make sure that the first grid trade fills at the tp of the buy trade, how do I include the spread in the calculations to allow this to happen? I am suffering a logic fuzz that makes a hangover look like health and happiness.