Hi,
I am testing two straddles with two entry times and have made two sets for the same, I also want to shift SL to cost once one leg SL is hit for both straddles.
I am using net qty = 0 to check whether SL is hit for a particular set but if both the straddles have same strike and if SL is hit after both straddles have been sold net qty keyword does not work as it probably checks qty for that instrument for positions taken in strategy as a whole and not setwise, Kindly advise as regards how to manage this without creating two different strategies.
Regards