Looking-for-inspiration-rules-for-a-shorting-strategy

QUOTE:
So (theoretically) any long strategy which works on QQQ should work if "inverted" as a short strategy on SQQQ exactly the same...

CODE:
using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Data;
using WealthLab.Indicators;
using System.Collections.Generic;
using finantic.Indicators;
using WealthLab.Fundamental;

namespace WealthScript9 
{
    public class MyStrategy : UserStrategyBase
    {
        //create indicators and other objects here, this is executed prior to the main trading loop
        public override void Initialize(BarHistory bars)
        {
         source = bars.Close;
         stanDev = new StandardDeviation(source, 90);
         multSource = source + stanDev;
         _MA = new EMA(source, 20);

         // plots
         PlotIndicator(stanDev);
         PlotIndicator(_MA, WLColor.Red, paneTag: "Price");
         
         foreach (IndicatorBase ib in _startIndexList)
            if (ib.FirstValidIndex > StartIndex)
               StartIndex = ib.FirstValidIndex;
           
           StartIndex = 20;
        }

      //execute the strategy rules here, this is executed once for each bar in the backtest history
      public override void Execute(BarHistory bars, int idx)
      {
         int index = idx;
         Position foundPosition0 = FindOpenPosition(0);
         bool condition0;
         if (foundPosition0 == null)
         {
            condition0 = false;
            {
               condition0 = true;
            }
            if (condition0 & idx > 90 & source[idx+1] < _MA[idx] )
            {
               val = multSource[idx];
               _transaction = PlaceTrade(bars, TransactionType.Short, OrderType.Limit, val, 0, "sell sdev");

            }
         }
         else
         {
            condition0 = false;
            {
               condition0 = true;
            }
            if (condition0)
            {
               Backtester.CancelationCode = 109;
               if (idx - foundPosition0.EntryBar + 1 >= 2)
               {
         ClosePosition(foundPosition0, OrderType.Market, 0, "Cover after 2 bars");
               }
            }
            condition0 = false;
            {
               condition0 = true;
            }
            if (condition0)
            {
               Backtester.CancelationCode = 109;
               value = ((5.00 / 100.0) - 1.0)*-1;
               ClosePosition(foundPosition0, OrderType.Limit,   foundPosition0.EntryPrice * value, "Cover at 5% profit target");
            }
         }

      }

      
      public override void NewWFOInterval(BarHistory bars)
      {
         source = bars.Close;
      }
      
      //declare private variables below
      private StandardDeviation stanDev;
      TimeSeries source, multSource;
      IndicatorBase _MA;
      private Double val, value;
      private Transaction _transaction;
   
      private List<IndicatorBase> _startIndexList = new List<IndicatorBase>();

    }
}