Set Current State

If a long balance and no short balance

current state is Long

Else if short balance and no long balance

current state is Short

Else if the difference between the long and short balances is <= the threshold

current state is non traditional Delta Neutral

Else if the difference between the long and short balances is > the threshold

current state is Unbalanced Long

Else if the difference between the short and long balances is > the threshold

current state is Unbalanced Short