A long and a short is a net position of no contracts.The large CTAs who are trading multiple systems usually trade net positions and some of them easily operate 50 or more systems at a time.

• 比如当价格低于某一移动平均线时系统发出卖空信号，然而此时我们还持有在价格高于该移动平均线时建立的多头仓位，也就是说在我们持有多头仓位的时候又接到一个卖空的入场信号，这种相互矛盾的情形是有可能出现的。