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> Ah! A most intriguing idea which I have implemented and which
> works better than my original code (although not as well as
> running the two systems concurrently).
?? As mike@xxxxxxxxxxxxxxxxx pointed out, an actual broker/FCM would
interpret a Buy followed by a Sell as a closed-out position, even if
you intended it to be a long in one system and a short in another.
Profit-wise and in just about any other way I can think of, going
flat in a commodity is functionally identical to being simultaneously
long AND short in that commodity.
So how could your system work better by running two systems
concurrently (holding simultaneous long & short positions) than by
netting out the positions?
I suspect you have an error or a misunderstanding somewhere...
Gary
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