Scaling in when already at maxopenpositions when buys @ open, sells @ close

[gt13]

Hi,

I have an issue with improper order entry when using scalein. My program enters at the open and sells at the close. When I'm not scaling in, I have found that if I add setoption(settlement delay, 1), I can avoid improper trades where I had max positions at the beginning of the day and not have new trade entries if I sold something at end of day.

Now with scale-in, the setoption(settlement delay, 1) is not helping as the program is still entering new trades as long as there are funds available. So beginning of day I have max open position, 1 exits at end of day, the program still enters a new position at open that day.

I guess this is similar to the setoption(applystopimmediately, true/false) which controls order of signal processing.

Can I avoid the erroneous entries (when already at max open positions) or does this require something more complicated like custom backtest.

[gt13]

I think my issue is the same as what @aron mentions in the last post here:

Unexplained Exit and Entry on the Same Day with MaxOpenPositions = 1

But this would work only if the cash is less than the required size for the new position. That is, if cash before the close of the current position is $10,000, the settlement delay will not stop the opening of a new position of value $10,000 or less. Is this correct ?