[R-SIG-Finance] Long Enter Position do not "block" Short Enter Orders

[Diego Peroni]

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)