Hello
I have a builder setting for when the market is non trending (ADX <20)
The strategies processed in the results are only ever long strategies, regardless of entry types (stop, market, limit etc).
I looked at the code generated, it seems to me that when short entries are evaluated they are not executed because both the initial entry criteria are true (adx <20) and the code for short entries checks that
&& (!(LongEntrySignal))))
I was hoping you could look at this please.
I think I understand the logic of this as you don't want code that is trying to go both long and short at the same time, however I think there are systems which would have the same initial entry criteria but not execute a trade at the same time.
For example:
If i have a breakout entry with a stop price and code is similiar to below then long and short would not trade at the same time
Long Criteria:ADX < 20
Long Entry:Upper Bollinger Band + 2 * atr(20)
Short Criteria:ADX < 20
Short Entry:Lower Bollinger Band - 2 * atr(20)
Thankyou
Status changed from New to Refused
we have discussed this issue and came to a conclusion that you can quite easily create a template to be used in builder.
You can create the bare skeleton with a few rules and then use random condition blocks in this template and it will produce strategies with the logic you want.
Best regards,
Tomas
https://strategyquant.com/forum/topic/what-should-happen-when-short-and-long-signals-fire-at-the-same-time/
https://strategyquant.com/forum/topic/symmetry-needs-just-a-little-more-love-and-here-are-some-workarounds/
Sorry, but we are forced to use a template to get closer to actual symmetry. You can use a template to change this code: && (!(LongEntrySignal))))