From_Broker_To_Strategy_MP_Synchronizer problem
Posted: Nov 29 2016
Hi all,
I wanted to see if anyone else has this problem:
I want my strategy to read the broker position, in the event I want to change something and it turns off SA. I found that the From_Broker_To_Strategy_MP_Synchronizer strategy is part of the pre-existing strategies and I looked into using it.
The problem I found while testing live, was when I would manually submit any sized short order ( -1, -2, -10, ect..) this strategy would force my custom strategy and broker position to be 1 long, regardless of contracts used.
It works how I would like if I submit a long order; My custom strategy will be matched to the broker, but not when going short.
Any advice?
I wanted to see if anyone else has this problem:
I want my strategy to read the broker position, in the event I want to change something and it turns off SA. I found that the From_Broker_To_Strategy_MP_Synchronizer strategy is part of the pre-existing strategies and I looked into using it.
The problem I found while testing live, was when I would manually submit any sized short order ( -1, -2, -10, ect..) this strategy would force my custom strategy and broker position to be 1 long, regardless of contracts used.
It works how I would like if I submit a long order; My custom strategy will be matched to the broker, but not when going short.
Any advice?