Recently I observed something strange related to my strategy execution. Not sure if this is expected or a bug.
I have set1 wherein I enter when time > 9:30 and < 1450. I sell a call and sell a put.
In RO1 - I exit CE leg in set 1 under some conditions
In RO2 - I exit PE leg in set 1 under some conditions
After both RO1 and RO2 execute (typically when SL is hit both sides), I have no position open. At this point, set1 re-enters, i.e one call is sold and one put is sold again.
After some time, RO1 conditions are met again. But , to my surprise, RO1 does not execute.
Is this how it is supposed to be? Should I use RC instead of RO?
please help.