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Question about pseudo code

1 replies

Kin

Subscriber, bbp_participant, 0 replies.

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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.

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tomas262

Administrator, sq-ultimate, 2 replies.

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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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