What code and where would one place that code to instruct a strategy to:
If in a position long, for example, and a signal to go short appears...be sure to FIRST close all positions and all associated orders BEFORE entering the short position. After all positions and orders are closed, wait X seconds to enter the short position (this would give NT enough time to be SURE all positions AND associated orders are FIRST closed BEFORE entering the short position.
This is to avoid having strategies going rogue.
A side benefit is that it will free up account margin with many brokers too before entering the opposite side (gives NT and broker enough time to "catchup" and reconcile with what the strategy wants to do).
Thanks all . . .
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