If we miss it, the next “Buy” e-mail, which should be interpreted as “Buy to Cover”, will be interpreted like “Buy to Open” on Collective2 side, because the position is FLAT in the Collective2 strategy model. If some software or internet transmission or human error occurs, we can miss an opening “Sell” signal (which means “Sell Short” if the position is FLAT). The problem is that the TradeStation account state is not 100% reliable info on the Collective2 side. If the position is “LONG” the “Sell” signal means “Sell to Close”. If the positon is FLAT, the “Sell” signal means “Sell Short” now.
This is a big problem for Collective2, because to be able to interpret “Buy” and “Sell” signals correctly, we need to know a TradeStation account state.
The latest version of TradeStation stopped to send “Sell Short” and “Buy to Cover” e-mails. Important changes in TradeStation 9.5 (Update 14)
0 kommentar(er)
