In general, let us assume that if we bought 35000CE strike and when we place the sell order for 35000CE the exist position will be squared off.
How to retain both the orders?? because both the orders placed from different concepts and strategies, stratergies will have their own control to squareoff the opened positions.
Thank you Rakesh for the response. Yeah 2 strategies running in parallel will work if we use MIS for one, NRML for other one. We will face problem when we increase >2 strategies in parallel. What is the use of tag option in place_order() API?? if i use unique ID will it work?? 35000CE with tag (stratergy1) Buy 35000CE with tag (stratergy2) Sell
Positions is an m2m of an account at that moment. It doesn't have any link to orders. Tags sent while placing orders will be there in the orderbook only, you may use that for tracking the quantity.
@rsamikan actually you have to simulate it and say spread loss. Imagine when you scale this strategy, you would have massive spread loss. I would rather bucket orders and nullify the conjugate orders like these but internally assume them executed at a common price and save myself from spread loss
@tahseen, thank you for your view on this topic, can you please explain in detail with some example, so that i can understand and others too will get information from you.
Yeah 2 strategies running in parallel will work if we use MIS for one, NRML for other one.
We will face problem when we increase >2 strategies in parallel.
What is the use of tag option in place_order() API?? if i use unique ID will it work??
35000CE with tag (stratergy1) Buy
35000CE with tag (stratergy2) Sell