"and Not LongEntrySignal" not symmetrically appearing in both actions. Should be either appearing symmetrically in both or neither..

//--------------------------------------------------------------------
// Trading rule: Long entry (On Bar Open)
//--------------------------------------------------------------------
if LongEntrySignal
{
// Action #1
Open Long order at Market;
Duplicate trades: disabled;
Stop Loss = 4.3* ATR(54);
Profit target = 14.3* ATR(40);

}


//--------------------------------------------------------------------
// Trading rule: Short entry (On Bar Open)
//--------------------------------------------------------------------
if (ShortEntrySignal
and Not LongEntrySignal)
{
// Action #1
Open Short order at Market;
Duplicate trades: disabled;
Stop Loss = 4.3* ATR(54);
Profit target = 14.3* ATR(40);

}
Attachments
Strategy 017316-nonsym.sqx
(62.40 KiB)
  • Votes +3
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

b
#1

bentra

01.08.2019 22:58

Task created

MF
#2

Mark Fric

02.08.2019 10:52

Status changed from New to Refused

no, it is like this on purpose. 


But if you want to have different logic you can use your own strategy template.

b
#3

bentra

02.08.2019 10:59
It's not symmetrical.... 


May I ask why is it like this? Truly symmetrical would be to trade both directions when both signals are on OR both signals cancel each other out and don't trade at all. Why do we default to preferring longs over shorts when we are supposed to be symmetrical?

MF
#4

Mark Fric

02.08.2019 11:08
you are right, but it would mean that lower portion of strategies will trade at all.

With this long takes preference.


There is usually a long bias on most markets anyway.

b
#5

bentra

02.08.2019 11:12
OK thanks for the reply! I will make a feature request to make it optional so us currency traders don't all have to make a new strategy templates to get proper symmetry.
m
#6

mabi

22.08.2019 13:25
Voted for this task.
m
#7

mabi

22.08.2019 13:30

Attachment 3.jpg added

Since March 2018 Bias is short in most markets !!!.. Only short side is winning on EUUSD, EUJPY, GBPUSD, UJ, GJ,  You name it is all the same. 
b
#8

bentra

22.08.2019 14:40
Voted for this task.
m
#9

mabi

24.08.2019 00:13
However if you get a conflicting signal it is better to skip the trade since the cause is probably Chop or flat market.
MF
#10

Mark Fric

26.08.2019 08:59
we decided we'll not change how it is handled in SQ X, there are sereval possibilities.


SQ X allows you to use your own strategy template and handle it any way you want.

CG
#11

Chris G

26.02.2022 04:04
Voted for this task.

Votes: +3

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