[SQ4 B9] Incorrect opposite direction rule when comparing candle prices

Please see the attached screenshot. Everything in this strategy is correct and symmetric, except for the "=" in the entry rules between long and short. "<>" is not the opposite of "=". "=" should be used in both cases, for long and short in this case.
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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

g
#1

geektrader

22.04.2018 02:03

Task created

g
#2

geektrader

22.04.2018 02:08
P.S.: I know where you are coming from with the idea of using "<>" as the opposite to "=" and it is not completely wrong, but as you see, such strategies result in a 0% trade symmetry and are useless (or at least only favor one trading direction) as you can see in the screenshot (look at the "Symmetry" field in the table). Well, I guess there really is nothing else how this could be addressed really, as such scenarios will always be unsymmetrical. Most likely I just have to ignore such strategies and filter them out by the "Symmetry" metric, and you can close this "bug". :-)
MF
#3

Mark Fric

03.05.2018 16:11

Status changed from New to Fixed

the problem is that it probably cannot be defined generally. = and <> are opposites for some types of conditions, and = and = could be in symmetric rules as well for some cases.


That's why we introduced signals, where it is easy to define the exact opposite.

We have also modular negation system, so you'd be able to write your own negation that would catch a case like this, but we haven't finished Code Editor so that it is really usable yet.


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