As it stands now, if you don't set some kind of exit conditions for the "next trade" after adviseLong/Short, your training targets are based on the performance of never-ending positions. However, some strategies don't use exit conditions and instead they use signals that come in the future. i.e. Workshop4_2.

This is what I had in mind but I'm sure you could think of a better solution that is simpler and fits with Zorro's structure.

- adviseLong is a boolean function over the input signals which tries to be true when it would be wise to enter a long position.
- adviseExitLong is also a boolean function over the input signals. It tries to be true when it would be wise to exit any existing long positions.
- The two functions are not independent. adviseExitLong affects the trade performance, in other words the training targets, of adviseLong.