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Suppose a strategy reads a data and issues an order to buy 1
contract. The order gets filled and an exit order is submitted. The
price goes though the exit point but the exit order does not get
executed. The strategy "thinks" that the MarketPosition = 0 and
submits another order to buy, which also gets filled. Now the account
is long 2 contracts (while the strategy "thinks" the account is long
1 contract) and so on...
How is this handles with DynaOrder or TradeStation or both....
SVE
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