atremols wrote >>
Before reinventing the wheel.. wonder if there is any existing code that does this:
- Check if price has crossed a threshold in the wrong direction
- Automatically hedge the position: open an order with the same amount of the existing one in the opposite direction..
Thank you.
did you ever find or write this type of code? I am working on this idea and would love to have some further ideas.
Rollerbob
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Before reinventing the wheel.. wonder if there is any existing code that does this:
- Check if price has crossed a threshold in the wrong direction
- Automatically hedge the position: open an order with the same amount of the existing one in the opposite direction..
Thank you.