Hey,
I started to run a pairs trading strategy on a daily time frame. It trades leveraged so it might run (as it does currently) at 2-3 times account equity. As it runs all signals at the same time, and it's trading equal $-size long/short i wouldn't expect any issue with buying power though.
Something however does not entirely run as expected. Today 2 new positions were triggered (and executed) and 2 positions should have been closed, but these got assigned NSF status.
I probably miss something obvious but I can't easily find what is preventing these trades from closing and assigning it NSF status.
I started to run a pairs trading strategy on a daily time frame. It trades leveraged so it might run (as it does currently) at 2-3 times account equity. As it runs all signals at the same time, and it's trading equal $-size long/short i wouldn't expect any issue with buying power though.
Something however does not entirely run as expected. Today 2 new positions were triggered (and executed) and 2 positions should have been closed, but these got assigned NSF status.
I probably miss something obvious but I can't easily find what is preventing these trades from closing and assigning it NSF status.
Rename
Without having access to the strategy it's impossible to say. All I see are a few sell and cover signals for positions that were NSF in the backtest. That means the backtester did not have enough simulated equity to take the positions.
Hey,
This was in live trading. I understand that NSF positions predominantly get created when the backtester does not have sufficient equity.
But the thing im struggling to understand here is that apparently it can open positions ($-neutral), but not close them ($-neutral). All these orders are simultaneously pushed through as its a daily system. So regardless of how the trade signal is created, i just fail to see why it can open, but not close them.
I closed them manually for now and increased the margin factor. Bit hard to replicate the exact conditions, as i run a 1SD and a 2SD version simultaneously, but i'll work on that tomorrow.
Will update once tested
This was in live trading. I understand that NSF positions predominantly get created when the backtester does not have sufficient equity.
But the thing im struggling to understand here is that apparently it can open positions ($-neutral), but not close them ($-neutral). All these orders are simultaneously pushed through as its a daily system. So regardless of how the trade signal is created, i just fail to see why it can open, but not close them.
I closed them manually for now and increased the margin factor. Bit hard to replicate the exact conditions, as i run a 1SD and a 2SD version simultaneously, but i'll work on that tomorrow.
Will update once tested
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