Thanks Graham I have tried this.
However then the solution TJ gave me under Message number 119190 cannot be used it seems: ApplyStop(stopTypeLoss,stopModePoint, IIf(Buy,0.8 ,2.4) ,1,False,0);// =2 returns this error: Error 43: Variable stops are not supported in Rotational and Raw backtest modes. Are there any other settings I can try? Regards ChrisB Graham wrote: > > you could try this > SetBacktestMode( backtestRegularRawM ulti ); > > -- > Cheers > Graham Kav > AFL Writing Service > http://www.aflwriti ng.com <http://www.aflwriting.com> > > On 27/01/2008, ChrisB <[EMAIL PROTECTED] net.au > <mailto:kris45mar%40iinet.net.au>> wrote: > > Hi. > > > > Backtesting GBPJPY hourly. > > > > I have Long and Short signals, which I wish to trade simultaneously, > > (which can be done on the same account without Shorts closing any open > > Longs and vice versa.) > > > > With Settings : Long only, this returns 40 trades for the year. > > With Settings: Short only, this returns 56 trades for the year. > > > > However with Settings: Long and Short, AB returns only 81 trades. > > There are 15 trades not taken.( 1 Short and 14 Longs) > > > > Looking at the plotshapes and tradelists it seems Longs that should have > > been taken were not, because of existing open Shorts. > > > > How can I fix this? > > > > I have > > 1. Applystops re-entry delay set to 0 (zero) > > 2. I have SetOptions(" ReverseSignalFor cesExit", False); > > 3. SetTradeDelays( 0,0,0,0); with Buy = Ref(MyBuySignal, -1); > > 4. There are enough funds: 100 000 USD with single lots (margin of > 10000) > > 5. Futures mode, ticksize, pointvalue, margindeposit, and Roundlotsize > > correctly set for Fx. > > 6. Equity(1) correctly placed after Buy Sell Short Cover, Applystops > > and before Plotshapes. > > 7. No immediately preceding redundant signals. > > > > What other settings should I be looking at? > > > > Regards > > > > ChrisB > > > > -- > > Regards > > > > ChrisB > > > > -- Regards ChrisB
