I have a single set strategy of short straddle where entry is taken in a set and then the legs are exited and re-entered in Repair Once conditions (total Repair once conditions are 6).
At any given time I want to know what is the total left over premium, i.e. the sum of LTP of the legs in trade. Since the legs in trade can be either from set entry or from any one of the repair once entries or sometimes there will be only one leg trading, how can I get the total left premium?
One way I thought of is define a runtime variables like “ActiveCE” and “ActivePE” and at each entry condition of set and repair once assign traded instrument name to each. Then with Positions Details keyword check whether both CE & PE are in trade or if only CE or only PE is in trade and accordingly get the left over premium.
Want to know if there is simpler way to do this.