[B135] Unsymmetric opposite rule for SmallestRange / BiggestRange
Without using the OppositeBlocks.csv, I just got a strategy that has this long/short rule:
Open Long order at (Low(Main chart)[Shift] - (PriceEntryMult * SmallestRange(Main chart, Period)[Shift])) Limit; Open Short order at (High(Main chart)[Shift] + (PriceEntryMult * BiggestRange(Main chart, Period)[Shift])) Limit;
Needless to say that this strategy has a symmetry of 0% in the backtests, because BiggestRange is not the opposite of SmallestRange and doesn´t tell us anything about the market direction. Correctly it should be that SmallestRange is the opposite of SmallestRange and BiggestRange the opposite of BiggestRange.
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Votes +3
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
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Votes: +3
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