So... diving right in...
Creating a list of trades is easy if all executions are manual... or all are strategy-generated.. but I am having trouble reconciling the unusual cases... like when my account has 1 Short position...then I execute a single Buy (qty 1)... and NT reports I am now 1 Long. Yep... More of this later, as I've found another nasty reporting glitch... but I digress...
The point of this post is to see if I can accurately replicate NT's reporting logic (where it is right ;-) And do better where it isn't.
I currently examine each execution in sequence, and "do stuff", including maintaining a stack or queue of entry executions, then, when I get an exit... I have a TRADE and can do more stuff.
My current implementation combines strategy and non-strategy entries in the one queue/stack... my question is this:
Do I need to maintain SEPARATE queues/stacks for the two flavours? Essentially running manual vs strategy executions/trades in parallel, rather than essentially merging them?
Cheers,
T.
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