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Newbee question

Hi everyone! I'm new to QuantConnect, and I feel like I've finally gotten my first algo down.  But, my problem seems to be that when I have two entries put in through Limit orders, 20 pips apart, they both are triggered at the same price.  My Stops and Targets are working as expected.  I thought limit orders had to be filled at the price, which they are for all but my entries.  Am I missing something?

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