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Z12, Hedge=5, NET trade couldn't open, Z12 out of sync? #452356
06/10/15 13:30
06/10/15 13:30
Joined: Jun 2013
Posts: 1,609
D
DdlV Offline OP
Serious User
DdlV  Offline OP
Serious User
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Joined: Jun 2013
Posts: 1,609
Hi jcl. Z12, Hedge=5, last night opened a NAS100 trade. However, the open of the real, NET trade failed as NAS100 isn't available for trading at that time. Zorro is continuing to run the virtual trade, leading to my question:

If the real trade had opened, when Zorro closes the virtual trade it would also close the real trade.

But what now? When Zorro closes the virtual trade that has no real trade due to the open failure, will it instead open a reverse trade due to Hedge=5? Which may or may not be what is desired... Or does the hedging mechanism know that the real trade open failed, is now therefore treating the trade as virtual, "information only", and will not try to do anything real when it closes?

Thanks.

Re: Z12, Hedge=5, NET trade couldn't open, Z12 out of sync? [Re: DdlV] #452399
06/11/15 11:17
06/11/15 11:17
Joined: Jul 2000
Posts: 27,935
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,935
Frankfurt
When a real trade was not opened, then it is also not closed when Zorro closes the virtual trade. There is also no reverse trade. A not opened trade is just ignored.

As to my knowledge, NAS100 is traded around the clock. But there may be times when the broker has no quote, and thus can not open the trade.

Re: Z12, Hedge=5, NET trade couldn't open, Z12 out of sync? [Re: jcl] #452407
06/11/15 12:41
06/11/15 12:41
Joined: Jun 2013
Posts: 1,609
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DdlV Offline OP
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DdlV  Offline OP
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Joined: Jun 2013
Posts: 1,609
Thanks jcl.


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