Hello,
What I'm trying to do is I think relatively easy, but I'm still quite new to AB and I've searched but can't find a way to figure this out. I want the program to compile the total net long or short, and put on a reverse trade of something else (let's say SPY for ease) - so it runs the program, 500 shares long, 100 short = go short 400 SPY I would also like it to be able to put on new trades and re-adjust the hedge. So on day 2, the program goes 'net' short 500, now we buy the 400 from yesterday and 500 more for today. Any ideas will be greatly appreciated! Thanks
