I am testing with three IB TWS accounts. Basically when I enter a position, one contract is bought or sold in each of these accounts at the same time and each position in each account has its own OCO order pair entered. I just found out for some reason, the PnL shown in NT Positions window became not correct for one IB account, but the other two still match with that in IB TWS. I think there might be a potential bug in NT causing this.
Also it seems the AvgPrice column in Positions window shows the average price for that instrument since the beginning of the trading day including all closed or active long position and short position. This value is of little meaning. I think once the position reached zero, those closed transactions should not be included in the future calculation. That is to say, only a fresh new position and further scaled in trades should be used to calculate AvgPrice and scale-out trades should not change the AvgPrice. Once all "inventory" have been cleaned up, AvgPrice is reset.
- Clearpicks
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