Question about pseudo code
1 replies
Kin
5 years ago #237909
Hi, I think Strategyquant is one of the most interesting programs I have come across in a long time. I have a question about the generated pseudo code. It typically looks like this:
//——————————————————————–
// Trading rule: Long entry (On Bar Open)
//——————————————————————–
if LongEntrySignal
{
// Action #1
}//——————————————————————–
// Trading rule: Short entry (On Bar Open)
//——————————————————————–
if (ShortEntrySignal
and Not LongEntrySignal)
{
// Action #1
}
Does it make a difference that ShortEntrySignal checks there is no LongEntrySignal but LongEntrySignal does not check there is no ShortEntrySignal?
Thanks.
tomas262
5 years ago #237946
Both trading signals for long and short should never be valid at the same but in case it happens the long signal will be executed
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