Correcting Sell Orders to Respect T+1 Holdings

Summary

This short platform discussion addresses why a strategy may appear to buy and sell on the same day despite China’s T+1 stock-trading convention. The suggested code adjustment is to make the sell conditions refer to currently held instruments rather than the broader target-instrument set. The post includes two sell rules based on intraday trading volume relative to prior days and a price decline, with orders intended to reduce the position to zero.

The material is a narrow debugging exchange rather than a complete explanation of the simulator’s order and holding behavior. It does not show the original strategy, a reproduction of the issue, or evidence that the proposed edit resolves it. The volume comparisons and price conditions are supplied as context for the affected sell logic, not as a tested trading strategy. Readers should verify platform semantics and inspect order timing and position state in their own backtest before relying on the fix.

Key ideas

• The discussion concerns apparent same-day buying and selling under a T+1 trading assumption.
• The proposed edit changes sell-condition instrument selection to the instruments currently held.
• The example sell rules combine volume thresholds with a price decline relative to earlier closes.
• The post does not provide a complete reproduction or demonstrate that the suggested change fixes the issue.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.