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Strategy Type – Any ...................................................................................................................................... 9
Buy‐Sell Model ...................................................................................................................................... 9
Case 1: No Position ........................................................................................................................... 9
1.1 Signal Scenario – Buy .......................................................................................................... 9
1.2 Signal Scenario – Sell......................................................................................................... 10
Case 2: Buy (Fully Executed) ........................................................................................................... 11
2.1 Signal Scenario – Buy ........................................................................................................ 11
2.2 Signal Scenario – Sell......................................................................................................... 12
Case 3: Buy (Partially Executed)...................................................................................................... 13
3.1 Signal Scenario – Buy ........................................................................................................ 13
3.2 Signal Scenario – Sell......................................................................................................... 14
Case 4: Buy (Pending)...................................................................................................................... 14
4.1 Signal Scenario – Buy ........................................................................................................ 15
4.2 Signal Scenario – Sell......................................................................................................... 15
Case 5: Buy (Executed) and Buy (Pending) ..................................................................................... 16
5.1 Signal Scenario – Buy ........................................................................................................ 16
5.2 Signal Scenario – Sell......................................................................................................... 17
Case 6: Buy (Executed) and Sell (Pending)...................................................................................... 17
6.1 Signal Scenario – Buy ........................................................................................................ 18
6.2 Signal Scenario – Sell......................................................................................................... 18
Case 7: Sell (Fully Executed)............................................................................................................ 19
7.1 Signal Scenario – Buy ........................................................................................................ 19
7.2 Signal Scenario – Sell......................................................................................................... 20
Case 8: Sell (Partially Executed) ...................................................................................................... 21
8.1 Signal Scenario – Buy ........................................................................................................ 21
8.2 Signal Scenario – Sell......................................................................................................... 22
Case 9: Sell (Pending) ...................................................................................................................... 23
9.1 Signal Scenario – Buy ........................................................................................................ 23
9.2 Signal Scenario – Sell......................................................................................................... 24
Case 10: Sell (Executed) and Sell (Pending) .................................................................................... 25
10.1 Signal Scenario – Buy ...................................................................................................... 25
10.2 Signal Scenario – Sell....................................................................................................... 26
Case 11: Sell (Executed) and Buy (Pending).................................................................................... 26
11.1 Signal Scenario – Buy ...................................................................................................... 26
11.2 Signal Scenario – Sell....................................................................................................... 27
Buy‐Sell‐Short‐Cover Model................................................................................................................ 28
Case 1: No Position ......................................................................................................................... 28
1.1 Signal Scenario – Buy ........................................................................................................ 28
1.2 Signal Scenario – Sell......................................................................................................... 28
1.3 Signal Scenario – Short...................................................................................................... 29
1.4 Signal Scenario – Cover ..................................................................................................... 29
Case 2: Buy (Executed).................................................................................................................... 30
2.1 Signal Scenario – Buy ........................................................................................................ 30
2.2 Signal Scenario – Sell......................................................................................................... 30
2.3 Signal Scenario – Short...................................................................................................... 31
2.4 Signal Scenario – Cover .................................................................................................... 31
Case 3: Buy (Partially Executed)...................................................................................................... 32
3.1 Signal Scenario – Buy ........................................................................................................ 32
3.2 Signal Scenario – Sell......................................................................................................... 33
3.3 Signal Scenario – Short...................................................................................................... 33
3.4 Signal Scenario – Cover ..................................................................................................... 34
Case 4: Buy (Pending)...................................................................................................................... 34
4.1 Signal Scenario – Buy ........................................................................................................ 34
4.2 Signal Scenario – Sell......................................................................................................... 35
4.3 Signal Scenario – Short...................................................................................................... 35
4.4 Signal Scenario – Cover ..................................................................................................... 36
Case 5: Buy (Executed) and Buy (Pending) ..................................................................................... 36
5.1 Signal Scenario – Buy ........................................................................................................ 36
5.2 Signal Scenario – Sell......................................................................................................... 37
5.3 Signal Scenario – Short...................................................................................................... 37
5.4 Signal Scenario – Cover ..................................................................................................... 38
Case 6: Buy (Executed) and Sell (Pending)...................................................................................... 38
6.1 Signal Scenario – Buy ........................................................................................................ 39
6.2 Signal Scenario – Sell......................................................................................................... 39
6.3 Signal Scenario – Short...................................................................................................... 40
6.4 Signal Scenario – Cover ..................................................................................................... 40
Case 7: Sell (Executed) .................................................................................................................... 41
7.1 Signal Scenario – Buy ....................................................................................................... 41
7.2 Signal Scenario – Sell......................................................................................................... 42
7.3 Signal Scenario – Short...................................................................................................... 42
7.4 Signal Scenario – Cover .................................................................................................... 43
Case 8: Sell (Partially Executed) ...................................................................................................... 43
8.1 Signal Scenario – Buy ........................................................................................................ 43
8.2 Signal Scenario – Sell......................................................................................................... 44
8.3 Signal Scenario – Short...................................................................................................... 44
8.4 Signal Scenario – Cover ..................................................................................................... 45
Case 9: Sell (Pending) ...................................................................................................................... 45
9.1 Signal Scenario – Buy ........................................................................................................ 46
9.2 Signal Scenario – Sell......................................................................................................... 46
9.3 Signal Scenario – Short...................................................................................................... 47
9.4 Signal Scenario – Cover ..................................................................................................... 47
Case 10: Sell (Executed) and Sell (Pending) .................................................................................... 48
10.1 Signal Scenario – Buy ...................................................................................................... 48
10.2 Signal Scenario – Sell....................................................................................................... 49
10.3 Signal Scenario – Short.................................................................................................... 49
10.4 Signal Scenario – Cover ................................................................................................... 49
Case 11: Sell (Executed) and Buy (Pending).................................................................................... 50
11.1 Signal Scenario – Buy ...................................................................................................... 50
11.2 Signal Scenario – Sell...................................................................................................... 51
11.3 Signal Scenario – Short.................................................................................................... 51
11.4 Signal Scenario – Cover ................................................................................................... 51
Strategy Type – Alternate Only................................................................................................................... 53
Buy‐Sell Model .................................................................................................................................... 53
Case 1: No Position ......................................................................................................................... 53
1.1 Signal Scenario – Buy ........................................................................................................ 53
1.2 Signal Scenario – Sell......................................................................................................... 54
Case 2: Buy (Fully Executed) ........................................................................................................... 54
1.2 Signal Scenario – Buy ........................................................................................................ 55
2.2 Signal Scenario – Sell......................................................................................................... 55
Case 3: Buy (Partially Executed)...................................................................................................... 56
3.1 Signal Scenario – Buy ........................................................................................................ 56
3.2 Signal Scenario – Sell......................................................................................................... 57
Case 4: Buy (Pending)...................................................................................................................... 57
4.1 Signal Scenario – Buy ........................................................................................................ 58
4.2 Signal Scenario – Sell......................................................................................................... 58
Case 5: Buy (Executed) and Sell (Pending)...................................................................................... 59
5.1 Signal Scenario – Buy ........................................................................................................ 59
5.2 Signal Scenario – Sell......................................................................................................... 60
Case 6: Sell (Fully Executed)............................................................................................................ 60
6.1 Signal Scenario – Buy ........................................................................................................ 60
6.2 Signal Scenario – Sell......................................................................................................... 61
Case 7: Sell (Partially Executed) ...................................................................................................... 61
7.1 Signal Scenario – Buy ........................................................................................................ 62
7.2 Signal Scenario – Sell......................................................................................................... 62
Case 8: Sell (Pending) ...................................................................................................................... 63
8.1 Signal Scenario – Buy ........................................................................................................ 63
8.2 Signal Scenario – Sell......................................................................................................... 64
Case 9: Sell (Executed) and Buy (Pending)...................................................................................... 64
9.1 Signal Scenario – Buy ........................................................................................................ 64
9.2 Signal Scenario – Sell......................................................................................................... 65
Buy‐Sell‐Short‐Cover Model................................................................................................................ 66
Case 1: No Position ......................................................................................................................... 66
1.1 Signal Scenario – Buy ........................................................................................................ 66
1.2 Signal Scenario – Sell......................................................................................................... 66
1.3 Signal Scenario – Short...................................................................................................... 67
1.4 Signal Scenario – Cover ..................................................................................................... 67
Case 2: Buy (Executed).................................................................................................................... 68
2.1 Signal Scenario – Buy ........................................................................................................ 68
2.2 Signal Scenario – Sell......................................................................................................... 68
2.3 Signal Scenario – Short...................................................................................................... 69
2.4 Signal Scenario – Cover ..................................................................................................... 69
Case 3: Buy (Partially Executed)...................................................................................................... 70
3.1 Signal Scenario – Buy ........................................................................................................ 70
3.2 Signal Scenario – Sell......................................................................................................... 70
3.3 Signal Scenario – Short...................................................................................................... 71
3.4 Signal Scenario – Cover ..................................................................................................... 71
Case 4: Buy (Pending)...................................................................................................................... 72
4.1 Signal Scenario – Buy ........................................................................................................ 72
4.2 Signal Scenario – Sell......................................................................................................... 72
4.3 Signal Scenario – Short...................................................................................................... 73
4.4 Signal Scenario – Cover ..................................................................................................... 73
Case 5: Buy (Executed) and Sell (Pending)...................................................................................... 74
5.1 Signal Scenario – Buy ........................................................................................................ 74
5.2 Signal Scenario – Sell......................................................................................................... 75
5.3 Signal Scenario – Short...................................................................................................... 75
5.4 Signal Scenario – Cover ..................................................................................................... 76
Case 6: Sell (Executed) .................................................................................................................... 76
6.1 Signal Scenario – Buy ........................................................................................................ 76
6.2 Signal Scenario – Sell......................................................................................................... 77
6.3 Signal Scenario – Short...................................................................................................... 77
6.4 Signal Scenario – Cover .................................................................................................... 77
Case 7: Sell (Partially Executed) ...................................................................................................... 78
7.1 Signal Scenario – Buy ........................................................................................................ 78
7.2 Signal Scenario – Sell......................................................................................................... 79
7.3 Signal Scenario – Short...................................................................................................... 79
7.4 Signal Scenario – Cover ..................................................................................................... 79
Case 8: Sell (Pending) ...................................................................................................................... 80
8.1 Signal Scenario – Buy ........................................................................................................ 80
8.2 Signal Scenario – Sell......................................................................................................... 80
8.3 Signal Scenario – Short...................................................................................................... 81
8.4 Signal Scenario – Cover ..................................................................................................... 81
Case 9: Sell (Executed) and Buy (Pending)...................................................................................... 82
9.1 Signal Scenario – Buy ........................................................................................................ 82
9.2 Signal Scenario – Sell......................................................................................................... 83
9.3 Signal Scenario – Short...................................................................................................... 83
9.4 Signal Scenario – Cover ..................................................................................................... 83
Strategy Type – Alternate Buy Only............................................................................................................ 85
Buy‐Sell Model .................................................................................................................................... 85
Case 1: No Position ......................................................................................................................... 85
1.1 Signal Scenario – Buy ........................................................................................................ 85
1.2 Signal Scenario – Sell......................................................................................................... 85
Case 2: Buy (Fully Executed) ........................................................................................................... 86
2.1 Signal Scenario – Buy ........................................................................................................ 86
2.2 Signal Scenario – Sell......................................................................................................... 86
Case 3: Buy (Partially Executed)...................................................................................................... 87
3.1 Signal Scenario – Buy ........................................................................................................ 87
3.2 Signal Scenario – Sell......................................................................................................... 87
Case 4: Buy (Pending)...................................................................................................................... 88
4.1 Signal Scenario – Buy ........................................................................................................ 88
4.2 Signal Scenario – Sell......................................................................................................... 88
Case 5: Buy (Executed) and Sell (Pending)...................................................................................... 89
5.1 Signal Scenario – Buy ........................................................................................................ 89
5.2 Signal Scenario – Sell......................................................................................................... 90
Strategy Type – Alternate Sell Only ............................................................................................................ 91
Buy‐Sell Model .................................................................................................................................... 91
Case 1 – No Position........................................................................................................................ 91
1.1 Signal Scenario – Buy ........................................................................................................ 91
1.2 Signal Scenario – Sell......................................................................................................... 91
Case 2: Sell (Fully Executed)............................................................................................................ 92
2.1 Signal Scenario – Buy ........................................................................................................ 92
2.2 Signal Scenario – Sell......................................................................................................... 92
Case 3: Sell (Partially Executed) ...................................................................................................... 93
3.1 Signal Scenario – Buy ........................................................................................................ 93
3.2 Signal Scenario – Sell......................................................................................................... 93
Case 4: Sell (Pending) ...................................................................................................................... 94
4.1 Signal Scenario – Buy ........................................................................................................ 94
4.2 Signal Scenario – Sell......................................................................................................... 94
Case 5: Sell (Executed) and Buy (Pending)...................................................................................... 95
9.1 Signal Scenario – Buy ........................................................................................................ 95
9.2 Signal Scenario – Sell......................................................................................................... 95
AmiBroker Model Buy‐Sell Model
Strategy Type Any
Order Type Limit
Take new position on square‐off Checked
Case 1: No Position
Net Position
Action taken by Strategy Monitor
Since the strategy is for Any, it will place a new Buy order and add to the position.
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1: A new Sell order for F&O stocks or a new SAM order for equities will be placed to take a new
short position
Case 2: Buy (Fully Executed)
Previous Signals
Net Position
Action taken by Strategy Monitor
Since the strategy is for Any, it will place a new Buy order and add to the position.
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1– Place a Square‐off order for the existing position
Action 2 – Since “Take new position on Square‐off” is checked, a new Sell order for F&O stocks or a new
SAM order for equities will be placed to take a new short position
Net Position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Buy order.
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 1
Action 2 – Place a Square‐off order for the existing position
Action 3 – Since “Take new position on Square‐off” is checked, a new Sell order for F&O stocks or a new
SAM order for equities will be placed to take a new short position
Net Position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Buy order.
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 1
Action 2 – Since “Take new position on Square‐off” is checked, a new Sell order for F&O stocks or a new
SAM order for equities will be placed to take a new short position
Net Position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Buy order.
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 2
Action 2 – Place a Square‐off order for the existing position
Action 3 – Since “Take new position on Square‐off” is checked, a new Sell order for F&O stocks or a new
SAM order for equities will be placed to take a new short position
Net Position
6.1 Signal Scenario – Buy
New Signal
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 2
Action 2 – A new Buy order will be placed to take a new long position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Sell order.
Net Position
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – Place a Square‐off order for the existing position
Action 2 – Since “Take new position on Square‐off” is checked, a new Buy order will be placed to take a
new long position
Action taken by Strategy Monitor
Since the strategy is for Any, it will place a new Sell order and add to the position.
Net Position
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the pending Sell orders in Signal 1
Action 2 – Place Square‐off order for the existing position
Action 3 – Since “Take new position on Square‐off” is checked, a new Buy order will be placed to take a
new long position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Sell order.
Net Position
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 1
Action 2 – Since “Take new position on Square‐off” is checked, a new Buy order will be placed to take a
new long position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Sell order.
Net Position
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 2
Action 2 – Place a Square‐off order for the existing position
Action 3 – Since “Take new position on Square‐off” is checked, a new Buy order will be placed to take a
new long position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Sell order.
Net Position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Buy order.
Action Number Action Order Type Order Quantity
1 No action taken
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 2
Action 2 – Place a new Sell order for F&O stocks or a SAM order for equities will be placed to take a new
short position
Buy-Sell-Short-Cover Model
AmiBroker Model Buy‐Sell‐Short‐Cover Model
Strategy Type Any
Order Type Limit
Take new position on square off Disabled
Case 1 – No Position
Net Position
Action taken by Strategy Monitor
Since the strategy is for Any, it will place a new Buy order and add to the position.
Action taken by Strategy Monitor
Since no long position exists, the signal will be ignored.
Action Action Order Type Order
Number Quantity
1 No action taken
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – A new Sell order for F&O stocks or a new SAM order for equities will be placed to take a new
short position
Action taken by Strategy Monitor
Since there is no open short position, the cover signal will be ignored.
Net Position
Action taken by Strategy Monitor
Since the strategy is for Any, it will place a new Buy order and add to the position.
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – Place a Square‐off order for the existing position
Action Action Order Type Order
Number Quantity
1 Place Square‐off Sell order Limit 1
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – Place a Square‐off order for the existing position
Action 2 – A new Sell order for F&O stocks or a new SAM order for equities will be placed to take a new
short position
Action taken by Strategy Monitor
Since there is no existing short position, cover will be ignored.
Net Position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Buy order.
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 1
Action 2 – Place a Square‐off order for the existing position
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 1
Action 2 – Place a Square‐off order for the existing position
Action 3 – A new Sell order for F&O stocks or a new SAM order for equities will be placed to take a new
short position
Action taken by Strategy Monitor
Since there’s no open short position, the cover signal will be ignored.
Net Position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Buy order.
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 1
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 1
Action 2 – A new Sell order for F&O stocks or a new SAM order for equities will be placed to take a new
short position
4.4 Signal Scenario – Cover
New Signal
Action taken by Strategy Monitor
Since there’s no open short position, the cover signal will be ignored.
Net Position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Buy order.
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 2
Action 2 – Place a Square‐off order for the existing position
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 2
Action 2 – Place a Square‐off order for the existing position
Action 3 – A new Sell order for F&O stocks or a new SAM order for equities will be placed to take a new
short position
Action taken by Strategy Monitor
Since there’s no open short position, the cover signal will be ignored.
Net Position
6.1 Signal Scenario – Buy
New Signal
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 2
Action 2 – Place a new Buy order
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 2
Action 2 – Place a Square‐off order for the existing position
6.3 Signal Scenario – Short
New Signal
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 2
Action 2 – Place Square‐off order for the existing position
Action 3 – A new Sell order for F&O stocks or a new SAM order for equities will be placed to take a new
short position
Action taken by Strategy Monitor
Since no open short position, the cover signal will be ignored.
Case 7 – Sell (Executed)
Previous Signals
Net Position
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – Place a Square‐off order for the existing position
Action 2 – A new Buy order will be placed to take a new long position
7.2 Signal Scenario – Sell
New Signal
Action taken by Strategy Monitor
Since there’s no long position, the signal will be ignored.
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – Place new Sell order for F&O stocks or SAM order for equity to take short position
Action taken by Strategy Monitor
Action 1 – Place a Square‐off order for the existing quantities
Net Position
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 1
Action 2 – Place a Square‐off order for the existing position
Action 3 – A new Buy order will be placed to take a new long position
Action taken by Strategy Monitor
Since there’s no open long position, the sell signal will be ignored.
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Sell order.
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 1
Action 2 – Place a Square‐off order for existing position
Net Position
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 1
Action 2 – A new Buy order will be placed to take a new long position
Action taken by Strategy Monitor
Since there’s no open long position, the sell signal will be ignored.
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Sell order.
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
It will place a Cancel order for the Sell order pending in Signal 1
Net Position
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 2
Action 2 – Place Square‐off order for the existing position
Action 3 – A new Buy order will be placed to take a new long position
Action taken by Strategy Monitor
Since there’s no open long position, the sell signal will be ignored.
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Sell order.
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 2
Action 2 – Place a Square‐off order for the existing position
Net Position
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 2
Action 2 – Place a Square‐off order for the existing position
Action 3 – A new Buy order will be placed to take a new long position
Action taken by Strategy Monitor
Since there’s no open long position, the sell signal will be ignored.
Action taken by Strategy Monitor
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 2
Action 2 – Place new Sell order for future stock or new SAM order for equity
Since the strategy is for Any, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 2
Action 2 – Place a Square‐off order for the existing position
Strategy Type – Alternate Only
Buy-Sell Model
AmiBroker Model Buy‐Sell Model
Strategy Type Alternate Only
Order Type Limit
Take new position on square off Checked
Case 1 – No Position
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will place a new Buy order and add to the position.
1.2 Signal Scenario – Sell
New Signal
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – A new Sell order for F&O stocks or a new SAM order for equities will be placed to take a new
short position
Net Position
1.2 Signal Scenario – Buy
New Signal
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will ignore the signal.
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – Place a Square‐off order for the existing position
Action 2 – Since “Take new position on Square off” is checked, a new Sell order for F&O stocks or a new
SAM order for equities will be placed to take a new short position
Case 3 – Buy (Partially Executed)
Previous Signals
Net Position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Buy order.
3.2 Signal Scenario – Sell
New Signal
Action taken by Strategy Monitor
Since the strategy is for AlternateOnly, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending quantities in Signal 1
Action 2 – Place a Square‐off order for the existing position
Action 3 ‐ Since “Take new position on Square off” is checked, a new Sell order for F&O stocks or a new
SAM order for equities will be placed to take a new short position
Net Position
4.1 Signal Scenario – Buy
New Signal
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Buy order.
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 1
Action 2 – Since “Take new position on Square off” is checked, a new Sell order for F&O stocks or a new
SAM order for equities will be placed to take a new short position
Case 5 – Buy (Executed) and Sell (Pending)
Previous Signals
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – It will place a Cancel order for the Sell order pending in Signal 2
5.2 Signal Scenario – Sell
New Signal
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Sell order.
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – Place a Square‐off order for the existing position
Action 2 – Since “Take new position on Square off” is checked, a new Buy order will be placed to take a
new short position
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will ignore the signal.
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the pending Sell order in Signal 1
Action 2 – Place a Square‐off order for the existing position
Action 3 – Since “Take new position on Square off” is checked, a new Buy order will be placed to take a
new short position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Sell order.
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 1
Action 2 – Since “Take new position on Square off” is checked, a new Buy order will be placed to take a
new long position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Sell order.
Net Position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Buy order.
Action Number Action Order Type Order Quantity
1 No action taken
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – It will place a Cancel order for the Buy order pending in Signal 2
Buy-Sell-Short-Cover Model
AmiBroker Model Buy‐Sell‐Short‐Cover Model
Strategy Type Alternate Only
Order Type Limit
Take new position on square off Disabled
Case 1 – No Position
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will place a new Buy order.
Action Number Action Order Type Order Quantity
1 Buy Limit 1
Action taken by Strategy Monitor
Since there’s no long position, the signal will be ignored.
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – A new Sell order for F&O stocks or a new SAM order for equities will be placed to take a new
short position
Action taken by Strategy Monitor
Since there’s no open short position, the cover signal will be ignored.
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will ignore the signal.
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – Place a Square‐off order for the existing position
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – Place a Square‐off order for the existing position
Action 2 – A new Sell order for F&O stocks or a new SAM order for equities will be placed to take a new
short position
Action taken by Strategy Monitor
Since no short position exists, cover will be ignored.
Net Position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Buy order.
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 1
Action 2 – Place a Square‐off order for the existing position
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 1
Action 2 – Place a Square‐off order for the existing position
Action 3 ‐ A new Sell order for F&O stocks or a new SAM order for equities will be placed to take a new
short position
Action taken by Strategy Monitor
Since there’s no open short position, the cover signal will be ignored.
Net Position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Buy order.
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action – It will place a Cancel order for the Buy order pending in Signal 1
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 1
Action 2 – A new Sell order for F&O stocks or a new SAM order for equities will be placed to take a new
short position
Action taken by Strategy Monitor
Since there’s no open short position, the cover signal will be ignored.
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – It will place a Cancel order for the Sell order pending in Signal 2
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 2
Action 2 – Place a Square‐off order for the existing position
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 2
Action 2 – Place a Square‐off order for the existing position
Action 3 – A new Sell order for F&O stocks or a new SAM order for equities will be placed to take a new
short position
5.4 Signal Scenario – Cover
New Signal
Action taken by Strategy Monitor
Since there’s no open short position, the cover signal will be ignored.
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – Place a Square‐off order for the existing position
Action 2 – A new Buy order will be placed to take a new long position
Action taken by Strategy Monitor
Since there’s no long position the signal will be ignored.
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will ignore the signal.
Action taken by Strategy Monitor
Action 1 – Place a Square‐off order for the existing quantities
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 1
Action 2 – Place a Square‐off order for the existing position
Action 3 – A new Buy order will be placed to take a new long position
Action taken by Strategy Monitor
Since there’s no open long position the sell signal will be ignored.
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Buy order.
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the sell order pending in Signal 1
Action 2 – Place a Square‐off order for the existing position
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 1
Action 2 – A new Buy order will be placed to take a new long position
Action taken by Strategy Monitor
Since there’s no open long position, the sell signal will be ignored.
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Sell order.
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will ignore the signal.
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 2
Action 2 – Place a Square‐off order for the existing position
Action 3 – A new Buy order will be placed to take a new long position
Action taken by Strategy Monitor
Since there’s no open long position the sell signal will be ignored.
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – It will place a Cancel order for the Buy order pending in Signal 2
Action taken by Strategy Monitor
Since the strategy is for Alternate Only, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Buy order pending in Signal 2
Action 2 – Place a Square‐off order for the existing position
Strategy Type – Alternate Buy Only
Buy-Sell Model
AmiBroker Model Buy‐Sell Model
Strategy Type Alternate Buy Only
Order Type Limit
Take new position on square off Checked
Case 1 – No Position
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Buy Only, it will place a new Buy order.
Action taken by Strategy Monitor
Since the strategy is for Alternate Buy Only, it will ignore the signal.
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Buy Only, it will ignore the signal.
Action taken by Strategy Monitor
Since the strategy is for Alternate Buy Only, it will take the signal into consideration.
Action 1 – Place a Square‐off order for the existing position
Net Position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Buy order.
Action taken by Strategy Monitor
Since the strategy is for Alternate Buy Only, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the pending Buy order in Signal 1
Action 2 – Place a Square‐off order for the existing position
Net Position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Buy order.
Action taken by Strategy Monitor
Since the strategy is for Alternate Buy Only, it will take the signal into consideration.
Action 1 – It will place a Cancel order for the Buy order pending in Signal 1
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Buy Only, it will take the signal into consideration.
Action 1 – It will place a Cancel order for the Sell order pending in Signal 2
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Sell order.
Strategy Type – Alternate Sell Only
Buy-Sell Model
AmiBroker Model Buy‐Sell Model
Strategy Type Alternate Sell Only
Order Type Limit
Take new position on square off Disabled
Case 1 – No Position
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Sell Only, it will ignore the signal.
Action taken by Strategy Monitor
Since the strategy is for Alternate Sell Only, it will place a new Sell order for F&O stocks or a SAM order
for equities.
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Sell Only, it will take the signal into consideration.
Action 1 – Place a Square‐off order for the existing position
Action taken by Strategy Monitor
Since the strategy is for Alternate Sell Only, it will ignore the signal.
Action Action Order Type Order Quantity
Number
1 No action taken
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Sell Only, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 1
Action 2 – Place a Square‐off order for the existing position
This signal will be ignored since there is already a pending Sell order.
Net Position
Action taken by Strategy Monitor
Since the strategy is for Alternate Sell Only, it will take the signal into consideration.
Action 1 – First, it will place a Cancel order for the Sell order pending in Signal 1
Action taken by Strategy Monitor
Since the strategy is for Alternate Sell Only, it will ignore the signal.
Net Position
Action taken by Strategy Monitor
This signal will be ignored since there is already a pending Buy order.
Since the strategy is for Alternate Sell Only, it will take the signal into consideration.
Action 1 – It will place a Cancel order for the Buy order pending in Signal 2