I'm stuck with the following situation:
I have 3 bars (OHLC):
I make a sell_bracket order at the first bar with the params:
Both orders from the bracket are accepted at the next bar, and the sell order is completed. But my buy order is not triggered at the second bar., and this order won't be triggered at the third bar also. This issue can be solved by adding data feed filter BarReplayer_Open, but the time for one run rises 4x. Is there any other way to make this order status Completed at the second bar?