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Order transactions by rolls for the same ticker #13

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gomisha opened this issue Mar 16, 2023 · 0 comments
Open

Order transactions by rolls for the same ticker #13

gomisha opened this issue Mar 16, 2023 · 0 comments

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@gomisha
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gomisha commented Mar 16, 2023

When ordering transactions for the same ticker, order the transactions so that the closing transactions of the roll is ordered before the new short position (for a short call roll).
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@gomisha