Referring to my solution in this thread regarding the reuse of open slots after the maximum allowed strategies has been reached, there seems to be another complication: The attempts to open a position while waiting for a free slot somehow prevents another strategy to close out its position. This is true especially (and happened to me) when the position should be closed because of the end of the trading time interval. Every second, as long as the condition to enter a position is met, JBT tries to open the new position, and fails, because of the total allowed strategies. As it turns out, if at the same time the condition to close a position from another strategy is met, this request cannot be honored but in the next second. However, at the beginning of the next second, JBT again first tries to open the position that cannot be fulfilled because of the 'maximum open strategy' constraint. And so on. The end result is that the other position will not be closed until the condition to open a new position from the other strategy is no longer met. It seems to me that JBT works with time slices of one second, within which only one operation can take place. I would suggest that if there is more than one request occuring at the beginning of same second, the closeout of positions should have preference. Eugene, is my observation true or am I mistaken?
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