Date/Time: Wed, 24 Jul 2019 05:38:44 +0000
Post From: New High-Performance Trade Activity Log - Version 1885
|zombiekray - Posts: 63|
I don't understand the terminology "start of a new position". In one sense, every fill changes your the count of shares or contracts held, and thus is a different, reasonably designated 'new', position in the market. At any rate, every trade from sawfok.cpp will reverse, going long then short, then long, then short... so every trade is definitely a new position.
The lost fills make it radically different from v1882. The [trade] lines there properly alternate between long and short.