I though the difference between enterLong and reverseLong is that reverseLong updates order status but enterLong doesn't. So what are the downsides using reverseLong/Short in pair trading?
Last edited by ytc; 11/24/1701:40.
Re: How to set a pair trading order right
[Re: ytc]
#469600 11/24/1707:3511/24/1707:35
Oh! Thanks for the help.By the way, I didn't see MaxLong/Short info for enterLong/Short on the mannual. Where should I set MaxLong parameter for enterLong? one after TrailSetp?
Last edited by ytc; 11/24/1708:44.
Re: How to set a pair trading order right
[Re: ytc]
#469602 11/24/1710:4611/24/1710:46