> > Yes this is the expected behavior. IB does not allow you to have > simultaneous long and short positions - they operate on a sort of "net > position" methodology (which makes sense for everything except creative > accounting/tax purposes).
Just to clarify this further, let's use this example. You are running two strategies, S1 and S2 with JBT. Both S1 and S2 use the ES as a trading instrument. At some point in time, S1 goes long 1 ES contract, and S2 goes short 1 ES contract. There is absolutely nothing wrong with it, and it happnes frequently when you run multiple strategies. Both JBT and IB will handle this scenario. It's just that the reporting will be slightly different. JBT will show S1 short 1 contract, S2 long one contract. TSW will show 0 contracts held (i.e. flat position). Regardless, the P&L reported by both JBT and TWS will be exactly the same. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
