New Trading Direction: Either (Long OR Short - but not both)

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. 
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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

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RH
#1

rhartstein

19.03.2019 17:52

Task created

KL
#2

kainc301

19.03.2019 17:59
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
MF
#3

Mark Fric

20.03.2019 08:18

Status changed from New to Refused

this is alreayd possible. You can choose to generate Long only or Short only strategies in Settings -> What to build
RH
#4

rhartstein

20.03.2019 23:31
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.
MF
#5

Mark Fric

21.03.2019 10:24
ok, i get your point, but it would complicate the whole thing.

We cannot have setting for everything. You can use custom projects workflow to generate first long, then short strategies, 

KL
#6

kainc301

22.03.2019 14:55
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. 
RH
#7

rhartstein

22.03.2019 19:05
keinc301, good point. Thanks!

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