Hi everyone, I am developing a system that requires me purchase a security where I am requires to be short a security when the market price is below a certain price and long when above. Due to the spread this is quite costly in whipsaw markets. Example: If price < 100 then Short If price > 100 then Long How would you guys handle this situation to keep costs at a minimum? I am playing around with some things but is unable to effectively avoid the âspread costsâ. Kind regards, Steffan