Iâ€™m trying to build my system, but I am having problems. Here is what I need:
My goal is to have only 10 net exposed units in any direction. For example if I am long 2 units of corn and short 5 units of oil, I am net short 3 units. However, if my exit point is above any long entry price( or below any short entry price) then that unit is not exposed. For example if I short 5 units of oil at 60.00. 59.00, 58.00, 57.00, and 56.00, my stop is at 59.50, then the short from 60.00 is not exposed and I am shot 4 exposed units. Now, with my Long 2 units of corn, I am net short 4 units.
How do I get this in?
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