Addition rule when hedge series becomes main
Current rule:
"Main series remains main, as long as the first order open time is less than the open time of the first hedge order. Thus, if your main series is closed, and the hedge is still open, the hedge series becomes main." https://communitypowerea.com/docs/hedge
Idea:
Add a rule (in addition main rule or as an option) - "The main series remains the main series as long as the total lot of the main series is greater than the lot of the hedge series (or coef*lot of hedge series)"
An example of how this can be used:
It makes sense and should be hard to implement. Let's do it!