How TradeChrona groups executions into logical trades

What this article helps you do

Understand TradeChrona's journaling methodology.

Follow these steps

1. 1

   Partition executions by workspace, provider, account, and instrument.

2. 2

   Sort them deterministically by timestamp, sequence, and provider identifier.

3. 3

   Open a logical trade when position moves from flat to long or short.

4. 4

   Keep additional same-direction entries and partial exits in that lifecycle.

5. 5

   Close the trade when position returns to flat.

6. 6

   When an execution crosses through flat, close the first lifecycle and open the reversed lifecycle with the remaining quantity.

What you should see

Common mistakes

• Presenting the methodology as a universal broker standard.
• Dropping reversal quantity after crossing flat.
• Deduplicating the same external ID across different providers.