I'm trying to build a Long-Short system system where Open rules (based on a ranking system of fundamental and technical indicators) and different from Close rules (which has different technical rules) - so, i cannot use the same sort-ranked list to open and close positions.

The logic is something like -
// Long ..
If (OpenLongPositions.count), Close if Sell Rule <e.g. Uptrend> is complete>
If (OpenLongPositions.count < MaxLongPositions) Buy (based on Ranking)

// Short ..
If (OpenShortPositions.count), Cover if Cover Rule <e.g. Downtrend is complete>
If (OpenShortPositions.count < MaxShortPositions) Short (based on Ranking)

Could you point me to some sample code that achieves this?

I couldn't find any sample code in Rotational Startegies folder, as those strategies are simplistic - they're Long-only and buy and sell based on a single sorted ranking list.

thanks
Kiran

There are examples on the forum which use multiple lists for ranking (like that) or based on conditions for exiting other than the ranking. But I don't think you need to focus on Rotation systems since your trading idea is somewhat different. Two ideas off the top of my head:

1. Why not simply code it as a multi-position system taking Long + Short positions?
2. Code two different systems, be they rotational or not, and combine into one using Combination Strategy feature.