@NewMoonAlgos@ZenomTrader Oh it can. I have multiple systems that do it. State reconciliation is one of the first features any live automated system should have because at some point, your system will shut off unexpectedly so handling that is a must
@NewMoonAlgos@ZenomTrader Yup that's a relatively simple pipeline. MT5 already logs all of that. With python, you just need to ensure your engine tracks magic number and logs trades for startup reconciliation in the event the system restarts with active trades on
This is fun ngl. If I can actually build a profitable LOB algo I won't push back when my wife calls me smart anymore. I'm stupid af but persistent. Besides, I've been around truly smart people so I know where the bar is. Not humblemaxxing. I'm an ape with CODEX+ and imagination