Summing Strategies

[nickthorpe]

Hi there,

i am looking to combine multiple strategies in one EA and have it trade the net position.

for example

the first pass requires a total position of 9 contracts: the EA buys 9

the next pass requires a total position of 10 contracts: the EA buys 1 (9+1=10)

the next pass requires a total position of 5 contracts: the EA closes 5 (10-5=5)

the next pass requires a total position of -5 contracts: the EA closes 5 and shorts 5 (5-5=0, 0-5=-5)

etc. etc.

(obviously the totals are hypothetical, trades are executed at market)

any help with the code to execute aggregated trades in this way would be much appreciated.

Thanks in advance,

Nick