I have multiple live strategies I follow. On IB, I manually input orders for buying and selling stocks as I want to use order types not proposed on the Trade platform. The day after, I have to reconciliate within the Trade platform. However it partially forces to allocate to the wrong strategies. Please see below an example while everything should be on small caps 2.
If multiple strategies hold a position that was closed, the system will generate transactions for all, exhausting the closed quantity in alphabetical order and assigning 0 shares after that. It’s up to the user to disable the transactions that don’t apply and tweak the # of shares for those that do.
1 Like