I just start using sigScaleIn/Out/SetPositionSize in my afl program. I'm trading futures which will have to tackle buy/short/sell/cover. I want to buy in a scale in and out mode, but close all buy positions once a sell condition meets. Same for short and cover.
For example, I BUY 5 contracts and sell all of them when SELL condition meets. So I should set the positionsize to 5 when this SELL occurs. But if the SHORT condition meets at the same time as the SELL, then should I setpositionsize to 6 (5+1)? How can I separate the two so that it won't affect SELLPRICE & SHORTPRICE?