I've been wanting to experiment with turning off trade symmetry, but while also having Long and Short strategies in my combined portfolio of strategies.
You should be able to do this already. A lot of SQ traders (myself included) use long only or short only strategies individually in combined portfolios
Correct - it's already possible, but if you want to create a portfolio of strategies in one pass that include both long only strategies and short only strategies, you have to go through the process 2 times (one for long, one for short). I was thinking it would be cool to be able to generate both in a single pass. Otherwise, in order to evaluate the totality of your portfolio of you have constantly go through a process of building and recombining strategies.
You definitely would not want to do that @rhartstein. The Genetic Evolution splices code from different strategies together. Most one directional strategies dont work when their rules are applied on the other side with opposite settings. So splicing the code from long and short strategies at the same time would probably lead to worse strategies in general.