Auto Hedging is a VTL Server Script which will hedge position(s) based on account info such as margin level. There is a StartValue and an EndValue that will let the script run at the StartValue and stop at the EndValue. Those values will be compared to the Margin Level by default.
- Download the attachment.
- Copy it to your company VertexFX Local VTL Files folder i.e. C:\Program Files\Company Name\vtl10\Local VTL Files\
- You can run the script from the VTL Editor.
- Vol 1.1 (Apr, 24, 2012): Fixed the amount of positions to hedge based on the first open positions on Run Time.