> I am beginning to understand and see what you mean about the
> difference between the JBT and TWS screens. Each strategy has a vote
> to go long or short and each maintains that vote for any point in time
> in JBT and TWS only shows the consolidation as you rightly said. Does
> that imply that the ability to manually stop one strategy that is
> showing a loss does not make sense here?
>

You may want to look at the regulation "T". Essentially, it says that
you can't be both short and long the same security in the same
account. I guess the intent was to close some loop holes in
accounting, as Shaggs mentioned. IB is simply complying with this
regulation, so when you are long one contract and sell one contract,
it shows you are holding 0 contracts. However, from the JBT
perspective, all strategies are independent, even if they trade the
same security. So, it's perfectly valid and legal for one strategy to
be long ES while the other strategy is short ES. The only implication
of this is that current positions will be reported differently. TWS
will show 0, while JBT will show -1 and +1 for the two running
strategies. To emphasize again, everything else, including all the
placed trades, executions, margins, commissions, and P&L will be
reported exactly the same in both TWS and JBT.

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