I've been testing systems that have trade entry at the close of day zero and exit on the close of day one. Any of these systems work fine with the exception of single day trades or the first day of multiday trade. On those days, the system exits on day zero (the entry day) instead of day one and there is no trade that day. Sample AFL for a simple moving average system is shown below. I know that I'm probably overlooking something simple in the settings or ?? Thanks for your help.
A=MA(C,200); Plot(A,"MA200",colorBrightGreen,1); SetTradeDelays(0,1,0,1); //Backtester Set to Trade the close for buy, sell, short, cover. Buy=C>A; Sell=C<A;
