Back to positive expectancy
+$207
+2.13%
Today the ATS only made one short trade before it crashed. It tried to short two other stocks, but they were both rejected. I’m pretty sure the first one was rejected because there weren’t enough shares available to short. But I am not sure why the other one didn’t go through. Right now the log only shows a number for the reason it was rejected, but we think there’s a function to display the text - so we’ll try to put that in for tomorrow.
After the last trade was rejected, I tried to enter it in manually and the damn thing wigged out and crashed. That happened once before when I tried to enter a trade manually. So we have to work on that, too.
Overall, the things that need to be fixed are:
1) Some short orders are being rejected for unknown reasons
2) The ATS can’t enter orders for less than 100 shares
3) Stop orders are net cancelling all other open orders for the same position
It works pretty well now, but if we can fix the above problems it will run exactly as we want it to.
