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Direct MessagesDate/Time: Thu, 02 May 2024 04:17:51 +0000
Post From: circuit breaker
| [2018-04-23 21:58:17] |
| cacoucou - Posts: 4 |
|
Thanks for the effort ! Here are a few remarks: 1) about the order quantity limit, maybe there should be an exception when the Flatten button is used. Right now, if this limit (alone) is set at 2, then you buy a quantity of +2 three times, it won’t allow you to flatten since it would equal a -6 order. This is understandable but maybe not practical since one could consider the need to flatten as an emergency measure. 2) same remark for “Trade position limit”. Once the limit is exceeded, it becomes impossible to flatten the position with the Flatten button ...which can be quite stressful ... Actually, about “Trade position limit”, I am sorry to report that it has a random behavior. For instance, if I set the limit at 3, I can manage to buy +1 six times before it locks up. I tried other combinations, and often I can exceed the limit. ... Last, I am not sure what you tried to achieve by “Trade position limit”, is that the maximum count of trades on the same side ? if so, such protection has a limited use since by modifying quantities there are so many combinations possible to trick it I believe a “max position quantity“, which I requested in my initial message, would be more useful, simple for you and secured (more relevant tighter protection about global exposure) exemple : limit = 4 +1 +1 +2 (3 consecutive orders) would be accepted but +1 +1 +3 ....the last +3 order would be rejected because otherwise it would exceed a quantity of 4 from the same side +2 +1 +4 ...the last +4 would be rejected as well Thanks for your time |