The demo code specifies that the strategy enters and exits on the long side.
How come it also enters on the short side. Is this a bug?
stratMACROSS <- add.rule(strategy = stratMACROSS,name='ruleSignal',
arguments = list(sigcol="ma50.gt.ma200",sigval=TRUE, orderqty=100,
ordertype='market', orderside='long'),type='enter')
stratMACROSS <- add.rule(strategy = stratMACROSS,name='ruleSignal',
arguments = list(sigcol="ma50.lt.ma200",sigval=TRUE, orderqty=-100,
ordertype='market', orderside='long'),type='exit')
--
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