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> Profit-wise and in just about any other way I can think of, going
> flat in a commodity is functionally identical to being simultaneously
> long AND short in that commodity.
Except there's double slippage and commissions.... :)
BW
----- Original Message -----
From: "Gary Fritz" <fritz@xxxxxxxx>
To: <ianwaugh@xxxxxxxxxxxxxxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Wednesday, October 17, 2001 11:23 AM
Subject: Re: Buying without selling
> > Ah! A most intriguing idea which I have implemented and which
> > works better than my original code (although not as well as
> > running the two systems concurrently).
>
> ?? As mike@xxxxxxxxxxxxxxxxx pointed out, an actual broker/FCM would
> interpret a Buy followed by a Sell as a closed-out position, even if
> you intended it to be a long in one system and a short in another.
>
> Profit-wise and in just about any other way I can think of, going
> flat in a commodity is functionally identical to being simultaneously
> long AND short in that commodity.
>
> So how could your system work better by running two systems
> concurrently (holding simultaneous long & short positions) than by
> netting out the positions?
>
> I suspect you have an error or a misunderstanding somewhere...
> Gary
>
>
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