No that's not what I want either.

As in the example above, my intention is following:

1) enterLong at the next day's bar but only if the price is 0.8% lower than today's close

2) do not open more than 2 trades


How can this be achieved. If I use ...Long and ...Short instead of ...Total 2 trades per asset would be opened which ads up to 6 in total.

A specific example, what if only "US30" and "NAS100" fall another 0.8% at the next bar. I only want those 2 to be entered.

What if all 3 fall 0.8% at the next bar. In this case I'd only like to enter "SPX500" and "US30" as I do not want to open more than 2 trades and those 2 assets are the first in the loop.

Thanks a lot!