I have a strategy where I want to create a straddle with hedges. I have put hedge buy options in top legs and sell options in bottom two legs. Will the execution order be also same.
I also want to exit the trade by buying the sold options and then selling the hedges.
The above is for set 1.
My strategy requires multiple sets where either put option or buy option would be sold with hedges. So, I need a way to take care of order execution for margin benefit and it should be repeatable multiple times for a set in a strategy which runs for a week.