On Monday 1/2, at 16:42 a auto trade was generated to sell my long ES position. The trade was auto generated due to some unknown system constraint which I could not have violated since I was over $1,000 in profit. Unfortunately I missed $1,000 additional profit on 1/3. I have submitted a ticket for three days without response?
You configured your system to use Auto Constraints. Specifically, you programmed your system to not allow open positions to use more than 30% of your equity.
At the end of the trading day, your intra-day @ES margin went up to regular margin requirements of $5625, which, as a percent of your equity ($11,787), was 47.72%. Thus your position was closed.
This was correct.
The thing to keep in mind is that special reduced margin requirements for the @ES contract revert back to normal margins at the end of the regular trading session. You can see all C2 margin requirements here:
http://www.collective2.com/symbols
You can remove your auto-constraint if you do not want your system to use it.
