Quote from tommaso:
Yes that something that bothers me and I think it is worth to investigate this direction.
I know byteme makes fun of me any time I mention the use of "pair" of accounts 
). But I think there are several situations where can can leverage on that (and, in fact, I have coded my infrastructure to consider by default "pairs" of accounts).
At ib they sort of said (i wonder if it's technically possibly and legal) that perhaps in future we will be able to neutralize positions across accounts (eg. -1000 and 1000 of same sec on two accounts would be "neutral").
Anyway, one reason why I tough to use the in-the-money options because I would have a strip (actually too narrow) where both the accounts could play, one against the other (double scalping).
We might even go deeper in the money, but this is costly in terms of options or profit (?).
I am not sure I understand your sentence "Can you not scalp along the same increments as the long so you have a net zero position between the two accounts" but I would like to understand if you have a specific idea to sort of "double" the scalping.
(If a trick is found, probably would boost profits incredibly.)
T
Trading Futures will allow sub account positions to offset.
I hear the same thing... and in effect it all nets into one account but when your working an algo system you have to be able to seperate and adjust you robot positions based on fills.
Its much easier to do in seperate accounts as the single account cost averaging makes the programming and auditing more complicated.
There are also some benefits of controlling when your positions closeout / offset especially near the end of session for margin purposes. IE. if your broker uses your positions at 2:45pm to determine your overnight margin requirements... You can hold positions open a few minutes longer and preserve capital.
But why waste time arguing math... Live and let live...
------------- Concurrent Trade Bots -------------
If you scalp both sides you can book profits as long as both bots are able to exit. As your long is being drawn down and in effect is stuck... averaging down, waiting for market to checkup to exit.
Your Short bot can be scalping profits. You run the risk of reversal and your short getting drawn down when your long gets to exit.
You are already wrapping the two bots with options except you've violated your trade plan and sold lower then your call.
You already know the average down game so you adjust your add increments for the short bot so it gets back inside your range.
You also run the risk of getting spread apart... both long and short are being drawn down with a widening gap between them for either to exit. Just do your math and sync the add increments so the set remains balanced and inside your range.
Gives you another reason to liquidate the entire tradeset. Scalp both ways inside your trade range... You'll need two sub accounts otherwise the short will close out the long.
