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> Is it possible to issue a Buy order without automatically
> cancelling a Sell position?
I have used code like the following to do this:
===
PosChange = <<whatever>>; { >0 to go more long, <0 to go more short }
if MarketPosition >= 0 then begin
if PosChange > 0
then buy("Add Long") PosChange contracts at <<whatever>>
else exitlong("Reduce Long") -PosChange contracts total at <<whatever>>;
end;
if MarketPosition <= 0 then begin
if PosChange < 0
then sell("Add Short") -PosChange contracts at <<whatever>>
else exitshort("Reduce Short") PosChange contracts total at <<whatever>>;
end;
===
Thus, if you are long you buy to get longer, but exitlong to get shorter,
and vice versa. Note the magic keyword "total" in the exit statements.
Gary
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