I have a simple unmanaged strategy that either buys or sells at the market small amounts (no problem with liquidity), always onclose, I run it with IB.
Can you please suggest what sort of undesirable behavior I should watch for and code correspondingly, I do not mind if strategy close the position and terminates but I do not want overfills, or other unknown behavior ...
I am a somewhat knowledgeable programmer so asking for trading NT particular tips only.
Thank you.

Comment