Long and Short in the same stock and at the same time

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04/16/2016 at 2:33 PM #5490 quote

ruch_pany
Participant

New

Hello everybody,
I have a question for programming the code for auto trading and I would like to know how I can open two positions, one long and one short, at the same time and in the same market without that is close to each other.
So a ForceOpen incorporated into the programming code.
I would be very grateful if anyone can help me on this.

Regards Max

04/16/2016 at 3:51 PM #5497 quote

Eric
Participant

Master

2 systems?

1 for the longs

1 for the shorts

04/16/2016 at 4:51 PM #5498 quote

ruch_pany
Participant

New

Hi Eric,

first of all thank you for the fast answer.

I have already checked the option with 2 systems (1 for Long, 1 for short) with the backtest. The difference of backtesting between these systems gave me my desired value.

The question is if both systems are carried out simultaneously, isn’t it the same as if it is 1 system and they’re closing each other ?

05/12/2016 at 4:08 PM #6906 quote

deleted190722
Participant

New

you can create 2 different account in your system and the 2 TS will not close eachother. it can be done for instance with IG martket I think.

05/12/2016 at 5:18 PM #6927 quote

Nicolas
Keymaster

Master

David is right. 2 systems on the same instrument don’t interact with orders of each other, even if there are contrarian trades running (1 buy system and 1 sell system).
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Long and Short in the same stock and at the same time

ProOrder: Automated Strategies & Backtesting

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ruch_pany @ruch_pany Participant

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This topic contains 4 replies,
has 4 voices, and was last updated by Nicolas
9 years, 9 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/16/2016
Status:	Active
Attachments:	No files

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