Question: Whay are the results of the following two code segments so very different? Code A: Sell=False; Buy= ExRem(Buy, Sell); Sell= ExRem(Sell, Buy); ApplyStop(stopTypeNBar, stopModeBars, LExitDays, True, False );
Code B: Sell=Ref(Buy, -LExitDays) ; Buy= ExRem(Buy, Sell); Sell= ExRem(Sell, Buy); ApplyStop(stopTypeNBar, stopModeBars, LExitDays, True, False ); In the results, Code A shows some trades as "Long(n-bar)", and Code B shows those same trades as just "Long". That I understand. However, Code A generates 151 trades while Code B generates 628 trades. All other parts of the trading system are the same!
