Partial fills and rejections: safer handling in trading code
Handle partial fills and rejections in trading code with event-driven state, bounded retries, reconciliation and realistic execution-cost checks.
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Partial fills and rejections: a checklist for trading code
Handle partial fills and rejections with event-driven state, safe retry rules and a one-week checklist for reconciliation, exposure control and execution…
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Strategy description: what plain language leaves out
Turn a plain-language strategy description into rules an unattended trading agent can test, price and execute, with a checklist for orders, costs and…
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Strategy description metrics: measure what plain language hides
Measure a strategy description by defining signals, order rules, execution costs and exposure, then compare intended decisions with fills and realised risk.
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A trading strategy description loses detail at execution
A trading strategy description can hide timing, sizing and failure rules. Translate the prose into order states, limits and tests before unattended execution.
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Broker sandboxes lie about the parts that cost money
Broker sandboxes accept orders without modelling queue position, partial fills or outages.
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