Symmetric strategies are producing asymmetric rules and trades.

Below is highlights of code errors causing system asymmetries. They all produce long signals but 0 short trades.
The rules either follow poor logic, or do not understand that the indicator itself being used is nondirectionally biased (such as ADX).
Example 1: Both rules should be <> OR both rules should be =. This would be symmetric.  <> and =  are most common issue.

ADX: Both rules should be <= Or both rules should be >=. This is how symmetric works with an ADX.

I simply removed <> and = and ADX for now.

As for the ADX – it makes sense. To solve this with current tools you disable indicator ADX and rather use signals like shown on the screenshot attached. Then SQX will provide a real symmetry for L/S as shown on the screenshot attached. By simply selecting the indicator from the “Indicators” list it is hard to ensure that all conditions generated will be 100% symmetrical

As for the price action conditions – did you select all the operators or just those two “=” and “<>” ? If I select all I get fully symmetrical strategies. You can also provide your builder config so we can better check

Here’s my most recent adjustments. Looking to generation a no bias long/short system on BTCUSD.

I’ve taken your most recent comment into consideration, I’ll make these changes. Any additional settings-optimizations you could suggest would be greatly appreciated.

Thanks

its obvious that EQUAL vs NOT EQUAL cant lead to symmetric strategies…you can turn them off

hankeys wrote:

its obvious that EQUAL vs NOT EQUAL cant lead to symmetric strategies…you can turn them off

Shouldnt Strategyquant output systems with this into consideration? lol