In particular when it's used as a description of FOREX trading system ! English is not my mother tangue , so please help !!

It means always looking to buy..especially at a discount.

"always in the market" refers to the fact that they are invested in equities (stocks)

Sure. Always in the market means that you are always invested in something. You dont go to cash. FOREX trading system is short for foreign exchange markets. Trading currencies. Long the dollar, short the yen is an example.

"Always in the market " means always having a position in the market. You can switch from one asset to another, switch from "long" to "short" to be (all/mostly) fully invested.