I have six sets in the strategy/
Set 1 buys nifty future based on 15m timeframe
Set 2 shorts nifty future based on 15m timeframe
Set 3 buys nifty future based on 1h timeframe
Set 4 shorts nifty future based on 1h timeframe
Set 5 buys nifty future based on 1d timeframe
Set 6 shorts nifty future based on 1d timeframe
- I want to know net quantity in each set so that repair continuous of respective set can add hedge positions.
- Also, if all three sets have buy condition true then 3 futures must be bought and vice versa for sell nifty
- if there is an open buy position then sell signal from other set must not be executed, i.e. buy in each set must be closed only from the exit of that set to prevent conflict among sets. As such, must know net quantity of each set so that I can prevent closing of positions from different set.