By analyzing the market trend and situation and taking long and short position at the same tie..

Consider online portfolio switching algorithms. Assuming you have at least two assets, then the algorithm will generate an allocation vector, ie. 40% to asset A, and 60% to asset B. 

Since American futures exchanges do not allow you to be long and short at the same time, you can use a long version of A and a short version of A, (same with asset B), giving you four inputs. Then the allocation vector will tell you long or short as well for each asset.