mjj38
- ago
Have you considered having an option to have a net positions calculated for a meta -strategy(s) and have the orders generated off the changes in net positions?

This would allow you to trade all your strategies in one account (not breaking out long / short) strategies and potentially reduce transaction costs as well.
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- ago
#1
btw, there already has been this similar idea registered:
https://www.wealth-lab.com/Discussion/Netting-across-WL-strategies-to-reduce-costs-10656
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