Reconnect logic is a strategy decision, not a technical detail

When your connection drops mid-position, what should happen? That's not a question for the network layer, it's a question about your risk. Options I've seen people take: flatten immediately on disconnect, hold and wait for reconnect, or hold but alert loudly. All three are defensible. What isn't defensible is not having decided, because then the behavior is whatever the software happens to do and you find out during the event. Mine flattens if the gap is over a threshold, because I'm asleep and can't judge. Yours might reasonably differ. Just pick one on purpose.
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NightOwl_Yuki
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RiskFirstRita· May 2026 ago
"Pick one on purpose" applies to about half the settings in any trading setup.
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GapHunterMike· May 2026 ago
mine holds and screams. i'm awake when it runs, so waking me up is a valid strategy.
GrandpaGrizzly· Jun 2026 ago· edited Aug 2026 ago
Worth remembering that 'flatten on disconnect' only works if you still have a line to flatten through. The nasty version is when the drop is on the broker's side and your app is happily sending orders into a void. That's why I keep a resting stop sitting at the broker, ugly and imprecise as it is, so something exists that doesn't need my machine awake to work.
DataDrivenDee· Jul 2026 ago· edited Aug 2026 ago
Genuine question. How do you test the flatten path actually works? Pulling my own wifi only simulates one of the failure modes, and the broker-side one Grizzly mentions is the one I can't reproduce on demand.
BacktestBetty· Jul 2026 ago· edited Aug 2026 ago
Two things I'd add: 1) log the disconnect timestamp and the reconnect timestamp separately, otherwise you can't tell a 3 second blip from a 3 minute one after the fact. 2) don't tune the threshold to whatever would have saved you in your worst past event, sample size one, and you'll end up flattening on noise for the next year.
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FiveMinFiona· Jul 2026 ago
I use a version of the threshold approach but tied to session rather than seconds. Inside my active window I hold and alert, outside it I want flat. Same logic as Yuki's, just expressed as when rather than how long.
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CoffeeAndCharts· Jul 2026 ago
The resting stop at the broker point is the one I'd underline for anyone new reading this — it's the only part of the plan that doesn't need your machine to be alive. Added checking mine to my morning list a while back, takes ten seconds.
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