A brief consult here:
- If I have two instruments with different time session, like the EURUSD and ES, how could you flatten both position when it's the right time? I imagine a simple command in code
- Regarding Merger policy for ES, is it necessary to have opened the 4 different futures contract for the front year, in order to have a right merge ? or it is good enough to have just one and open the next one timely ?
Thanks
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