LongExitSignal = (Williams % R(Main chart,WPRPeriod)[WPRShift] < WPRLevel);
ShortExitSignal = (Williams % R(Main chart,WPRPeriod)[WPRShift] > WPRLevel2);
While this results in symmetry for the actual trading rule/results,
because both levels are indeed the exact opposite of each other, they
are represented in 2 separate variables in the Optimizer later on. To
correct this, SQX should only use 1 level variable and instead create
the code like this:
LongExitSignal = (Williams % R(Main chart,WPRPeriod)[WPRShift] < 0 - WPRLevel);
ShortExitSignal = (Williams % R(Main chart,WPRPeriod)[WPRShift] > -100 + WPRLevel);
Description changed:
LongExitSignal = (Williams % R(Main chart,WPRPeriod)[WPRShift] < WPRLevel);
ShortExitSignal = (Williams % R(Main chart,WPRPeriod)[WPRShift] > WPRLevel2);
While this results in symmetry for the actual trading rule/results, because both levels are indeed the exact opposite of each other, they are represented in 2 separate variables in the Optimizer later on. To correct this, SQX should only use 1 level variable and instead create the code like this:
LongExitSignal = (Williams % R(Main chart,WPRPeriod)[WPRShift] < 0 - WPRLevel);
ShortExitSignal = (Williams % R(Main chart,WPRPeriod)[WPRShift] > -100 + WPRLevel);