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Category
Strategy Elements
Description
Defines the side (long vs. short) on which a strategy will take positions
Choices
Long - all entries are long buys
Short - all entries are short sales
Both - entries can be either long or short (default)
Notes
In most cases, it is best to use side-specific strategies when modeling a multi-strategy trading system.
Both-way strategies are mainly useful for special needs such as hedging a long/short strategy pair using an index.
When Side is not specified, the sign of the value of Quantity is used to determine the side of each entry.
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