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Can I have the same security in different Pies?

Yes. Every Pie is tracked independently and the same security can be held in two different Pies. If during a trading window, the M1 trading algorithm had you buying "Security A" in one Pie and selling "Security A" in another, the orders would be internally netted first and only the net amount would be executed. M1 will never buy and sell the same security on the same day.

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