2. use symmetry, but generate same long and short entry singal in builder, is it right?
Because the short signal is not judged to be false at the same time in the long signal, so SQ generate lots of strategies with same long/short entry singal. and in fact, they are only buy strategies
3. add attachment
Description changed:
2. use symmetry, but generate same long and short entry singal in builder, is it right?
Because the short signal is not judged to be false at the same time in the long signal, so SQ generate lots of strategies with same long/short entry singal. and in fact, they are only buy strategies
Status changed from New to In progress
Some blocks are negated to the same value, or there can be a different reason for this.
We have been told by the SQX team to use a template to get 100% symmetry. "All markets have a long bias" was the reasoning so the built in "symmetry" of SQX prefers longs.
Description changed:
2. use symmetry, but generate same long and short entry singal in builder, is it right?
Because the short signal is not judged to be false at the same time in the long signal, so SQ generate lots of strategies with same long/short entry singal. and in fact, they are only buy strategies
3. add attachment
Attachment Strategy 31152.sqx added
This time, it inadvertently generated a long and short signal, exactly the same strategy.So it's really just an only buy strategy. Since it's an only buy strategy, I don't need short part code at all. So intuitively, I still think there is something wrong with the design logic of this piece.
Attachment AlgoWizard template.jpg added
So it's clear that the logic on this point in soucecode of strategy from Builder and in the Algowizard is inconsistent.
I think "not shortentrySignal" and "not LongEntrySigal" should be used symmetrically by default. Of course, the user can modify it, and SQ should not force us to use long bias.
What's more, if I want to develop a strategy of long bias, I can use other methods.
2.Another strange thing is that I often find a strategy through the automatic development process that has exactly the same long and short entry signals. Should SQ avoid this when generating random signals? I think it's meaningless.
After that ticket (and all others like it) got refused I opened up the feature request and thread I linked to above.
1. Comparatively speaking, I can accept the asymmetry code template(Of course, I prefer to be symmetrical, or it's up to me.). But at least in Builder and in Algowizard, the default code template should be consistent. This is not actually being done now.
2. Since I chose both long and short option, but Builder produces quite a few strategies where the Long entry signals are exactly the same as the Short entry signals. Based on the current code template in Builder, it is actually an only buy strategy in this case. This strategy is a complete waste of computing time, because it is not what I expect.If I really need such a strategy, I just need to choose only Long option in strategy direction setting.
It is clear that the development team's explanation for this problem is not self-justifying in logic.
Status changed from In progress to Refused
The reason why it is like this is that it is a gray area what should be done if you'll get both long and short signal - different people can have different opinions about it.
In SQX builder we decided to handle it this way, you can very easily use your own template if you want "true" symmetry.
1. I still don't understand, if this is an intentional , but why is the default template in the Algowizard symmetrical entry signal? But I respect the decision of the development team.
2. I need to remind you that there is another bug: Since I forced derecition as both(long and short), but the strategy generated by Builder, the entry of Long and Short signal is exactly the same, under the design of default template, it is equivalent to an only long strategy. This obviously doesn't fit my setup , and I think this should be fixed, Do you think so? Please don't ignore this, thanks!
Default template in AlgoWizard was left alone, it doesn't necessarily need to match default builder template.
2. I'm not 100% sure what you mean. There are some blocks that are negating to the same value, so it could happen that Long and Short rule is the same. But this shouldn't be very frequent and this is exactly why we do have "asymmetric" rules in builder - so that these strategies trade "normally", and long order is made if there are signals to both long and short side.
You are right, this is not very frequent. Or in earlier versions, I never saw this.