@ab_trader Thanks for the advice. I just wanted to know how to write the code for the short and long positions.

For instance,
2016-02-23, SELL CREATE 24.20
2016-02-24, SELL EXECUTED Price: 24.76
24.24 and 24.76 are the close price of each day.
It is daily trading. Execute operation is performed the next day, on 24.
I want to create and execute the operation in 2016-02-23.
I mean that the action was created and executed at a price of 24.24. Is it possible to perform such operation?

@sasha said in How to write algorithm for both long and short selling?:

my code works correctly only for long positions, and in this algorithm I added a code of short position, which I wrote manually, but the code does not work correctly
In the documentation I read about the signal, but did not understand how to make a profit, and stop loss separately for long and short positions
For example, I have 1000 in stock. In Long I buy a share for 100, then I sell for 102.
profit = 2, total 1002
for this code works well
For short positions,
For shorts
I have 100$
BUY EXECUTED, Price: 37.27
SELL EXECUTED, Price: 40.42
OPERATION PROFIT, GROSS 3.15, NET 3.15
here I stayed in + (cash=100+3.15), and had to be in - (cash=100-3.15)

my code works correctly only for long positions, and in this algorithm I added a code of short position, which I wrote manually, but the code does not work correctly
In the documentation I read about the signal, but did not understand how to make a profit, and stop loss separately for long and short positions
For example,
For short positions
I have 100$
BUY EXECUTED, Price: 37.27
SELL EXECUTED, Price: 40.42
OPERATION PROFIT, GROSS 3.15, NET 3.15
here I stayed in + (cash=100+3.15), and had to be in - (cash=100-3.15)