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Re: Simultaneous Long and Short Positions



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Yes, sounds exactly how I trade, (4 different) multi-systems signals and
intelligent trade size allocation (pyramiding efficiently). and if the signals
are even , I don't trade. Its like fighting , you have to be proficient with
pistol, knife, hand to hand , and rifle all into a
single dance. If you get the idea.



Sam W. Lloyd wrote:

> I have a client who has a system that generates up to four signals in one
> direction each based on the same entry and each with it's own exit orders.
> Signals in the opposing direction can be generated while still in a trade.
> For instance, if long 3 entries and get a short entry then you would still
> have the long entries and their exit orders intact and you'd have the short
> entry exit orders working.  So you'd physically be long 2 entries but
> looking to exit on 4 -- 3 longs and 1 short!  BTW, he's doing this real time
> and making money.
>
> My client wants to test this is TS.  As you know TS would automatically
> reverse to short in the above situation.  I am familiar with the word
> "total" and its use and have some exposure to the use of DLL's but I can't
> figure out any way TS could test this system.
>
> Any ideas?
>
> Sam Lloyd