when I buy 1 contract and sell 1 contract simultaneously on the same bar, the TS2000i ends up with either 1 long contract or 1 short contract, depending on which order executed first. The first order executed without any problem, and then the second order reversed the whole existing position and opened a new position on another direction. This is not desired, I want overall zero position change after I have bought and sold 1 contract on the same bar. I have not used TS6,7,8. Is this issue solved when TS6 changed the order name to "SellShort" and "Buytocover"?
yes, TS8 syntax seperates long and short entry orders: thus if you were to "Buy 10 at market" and then "sellshort 10 at market" the paltform would actually sell 20 to make you short 10. The EL instruction to go flat from long would be to "sell 10 at market"
Arbitrageur thanks! From your comments, I think it is still the same logic as TS2000i, although they have changed the name. What I want is to buy one contract and sell one contract at the same bar without TS to interpret my intention. I have multiple position long and short strategy on the same instrument, so sometimes the two strategy just generate order at the same time. It has nothing to do with my intention of establish long position or short position. I just want TS to strictly execute my order without considering the current net position status. Is there any work around?
I've not coded for TS2000i unfortunately, so your question may get a better answer in the TradeStation support forums