TradeStation Limitation(s)

Thanks for the suggestions. I'm currently testing MC .Net SE with LMAX. If I do end up using a brokerage that does not allow hedging, I'll just have to adjust my portfolio accordingly. It has been quite an adventure and learning experience, hope to get a good combination of platform and brokerage. fyi, LMAX does not allow hedging in all platform except for MT4.

mmandi 

Maybe you should look at MultiCharts as an option. It's very similar to TradeStation and most code written for TradeStation can run in MultiCharts. I researched both before going with MultiCharts. The main advantage with MC is you get to pick your broker from a list of brokers that they partner with. One disadvantage is paying for a separate data feed but from my research a lot of people complain about TradeStation data. I went with IQFeed for data and its working great. Since you're not in the US you could pick a non-US broker or one with overseas operations (Interactive Brokers has this) and be able to trade the long/short strategy you speak of. I definitely understand the logic behind what you're trying to accomplish. Here in the US you'd have to have 2 separate accounts to pull that off. Running a strategy like that with 2 or more accounts may not be a bad idea since you'd be able to evaluate the performance of each strategy based on the performance of each specific account (something to think about). Hope this helps a little...