Long Enter Position do not "block" Short Enter Orders

Short orders do not by default cancel long orders. You need to have 
them in the same order set.

On Mon, Apr 11, 2016 at 6:39 AM, Diego Peroni <diegoperoni at vodafone.it 
<mailto:diegoperoni at vodafone.it>> wrote:

    Hi all,

    my simple strategy sets long/short ENTER orders and relative
    long/short EXIT orders.

    I don't understand why, if I have an open LONG position, SHORT
    enter order triggers (wrongly closing open position...).

    My desire is that if I already have an OPEN position (long)
    "opposite" orders (short enter) do not triggers.

    Thanks in advance for your help

    Diego


    #################################
    # MAX POSITION (1 future)
    #################################
    addPosLimit(portfolio = qs.strategy, symbol = symbol, timestamp =
    initDate, maxpos = 1)

    #################################
    # LONG STRATEGY
    #################################
    add.rule(qs.strategy, name='ruleSignal',
             arguments = list(sigcol="upTrend", sigval=TRUE,
                              replace=TRUE,
                              prefer='Open',
                              orderside='long',
                              ordertype='stoplimit',
    order.price=quote(mktdata$price.enter.long[timestamp]),
                              orderqty=1,
                              osFUN='osMaxPos',
    time.in.force=quote(timeInForceLong)),
             type='enter',
             label='LE')
    add.rule(qs.strategy, name='ruleSignal',
             arguments=list(sigcol='exitLong', sigval=TRUE,
                            replace=FALSE,
                            orderside='long',
                            ordertype='market',
                            orderqty='all',
                            prefer='Open'
             ),
             type='exit',
             label='ExitLong',
             enabled=TRUE)

    #################################
    # SHORT STRATEGY
    #################################
    add.rule(qs.strategy, name='ruleSignal',
             arguments=list(sigcol="downTrend", sigval=TRUE,
                            replace=TRUE,
                            prefer='Open',
                            orderside='short',
                            ordertype='stoplimit',
    order.price=quote(mktdata$price.enter.short[timestamp]),
                            orderqty=-1,
                            osFUN='osMaxPos',
    time.in.force=quote(timeInForceShort)),
             type='enter',
             label='SE')
    add.rule(qs.strategy, name='ruleSignal',
             arguments=list(sigcol='exitShort', sigval=TRUE,
                            replace=FALSE,
                            orderside='short',
                            ordertype='market',
                            orderqty='all',
                            prefer='Open'
             ),
             type='exit',
             label='ExitShort',
             enabled=TRUE)