(1) How do market orders NOT get filled? I know that the spread is wider on the EMD and the volume is a lot lower than say the ES or NQ. Is that a factor even for market orders?
When the market resumed at 3:30 pm CST, I manually exited the EMD SHORT position on both the live trading account and the SIM. I thought that took care of those positions, but when I restarted the Strategy this morning, it was not flat, and it was as if the position was still SHORT, and it was accruing Realized PnL. Usually, I run the Strategy as “Wait Until Flat” but when I saw this, I restarted the Strategy and tried “Immediately Submit” and “Immediately Submit, Synchronize Account” - those made the Strategy flat, but the position was open and accruing PnL again. Again, I manually exited it again.
Today, the Strategy entered Long, first a buy to cover from the previous Short on Friday that failed to exit, and a Long from normal logic of the Strategy.
(2) I am assuming that when I manually exited the position on Friday, that action was outside the Strategy and that’s why when it was restarted, it started not flat, and the position opened again?
(3) How do I manually exit positions and make sure they are closed and not reopened when I restart the Strategies later on in time? I’ve always been confused with Start Behaviors. I need to make sure my Strategy knows it should be flat when a manual exit occurs outside its normal trading range.
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