Python Forum

    if ((SPREAD >= 2 and SPREAD < 20) and not Long_On_Spread):
        Long_On_Spread = True
        print ('Buy  Mini - Sell  Mega')
        
    elif ((SPREAD <=-2 and SPREAD > 20) and not Shorting_Spread):
        Shorting_Spread = True
        print ('Sell  Mini - Buy Mega')
        
    elif (abs(SPREAD) < 0.1 and (Long_On_Spread or Shorting_Spread)):
        Long_On_Spread = False
        Shorting_Spread = False
        print ('Exit Position')