I welcome you. I drew attention to a collision when two multidirectional signal algorithms are operating simultaneously. Namely! Your manual describes the functionality that should work correctly. But due to unknown circumstances, it is impossible for the two algorithms to work! Moreover, you can trade manually like this! So it should also be possible with an algorithm! And now let me explain specifically! Do you want to have

1 - the buy signal came, open long

2 - the short signal has arrived, the terminal closes long and opens short

3 - the long signal has arrived, the terminal closes short and opens long

And so on ad infinitum!

So now this mode of operation is impossible! And this is not about reversing the algorithm! We are talking about the correct operation of two algorithms simultaneously independently of each other! As part of the functions described in your manuals! Now let me explain why this has nothing to do with reversing or reversing the algorithm! In general, according to the Travers algorithm, it is correct to understand the process when, for example, an open Long position turns into a Short position! Namely, Short is when we borrow a coin that is currently expensive and return it when it is cheaper! So when you're in a long position, you already own these coins! And Short is opened with the coins that were purchased during the long process! This is exactly what is called an algorithm revolution! So please resolve this conflict! Because this functionality does not work correctly at the moment! I would like to emphasize once again that this problem has nothing to do with the described restrictions under the hedging and algorithm reversal regime. An algorithm flip is when there is no hedging mode, when one position turns over to another! The algorithm I've described has a completely different situation! I hope for understanding.