We’ve heard this one probably one time too many…but I’ve never heard this approach to shorting a losing strategy addressed :
What if…instead of shorting the losing strategy/algo by making the original buy order a sell order and vice versa, you also account for the spread through price tracking the same bid and ask as the original order ? I mean usually the sell order is flipped, as in tracks the BID but buy tracks the ASK so if you were to track the price type of a sell order as if it is a buy it would definitely circumvent this problem.
LMK what you think
Submitted September 28, 2020 at 07:46AM by graybee16