Simultaneous Long and Short Positions

["Sam W. Lloyd" <slloyd@xxxxxxxxxxx>]

I have a client who has a system that generates up to four signals in one
direction each based on the same entry and each with it's own exit orders.
Signals in the opposing direction can be generated while still in a trade.
For instance, if long 3 entries and get a short entry then you would still
have the long entries and their exit orders intact and you'd have the short
entry exit orders working.  So you'd physically be long 2 entries but
looking to exit on 4 -- 3 longs and 1 short!  BTW, he's doing this real time
and making money.

My client wants to test this is TS.  As you know TS would automatically
reverse to short in the above situation.  I am familiar with the word
"total" and its use and have some exposure to the use of DLL's but I can't
figure out any way TS could test this system.

Any ideas?

Sam Lloyd