Thank you Mike and Bistrader! Once I changed code and use different conditions for my "Sell" and "Cover", it works like a charm.
Cheers --- In [email protected], "bistrader" <bistra...@...> wrote: > > You have short = sell. And, buy = cover. If short was not same as sell, > then system could move to short business and still stay on buy. That is, you > would be both long and short at the same time with reverse signal forces exit > at false. If reverse signal forced exit was changed to true, and with > different buy, sell, short and cover conditions (and not buy = cover or short > = sell), then the system will be long or short on a particular day and not > both. > > --- In [email protected], Davy Zhang <davyzhang@> wrote: > > > > I'm doing some backtest and want to keep my Long position even there is a > > sell/short signal, until it hit either target or stop price. > > > > It seems the "Reverse entry signal forces exit" is exactly what I'm looking > > for: "If this switch is OFF - even if reverse signal occurs backtester > > maintains currently open trade and does not close positon until regular > > exit (sell or cover) signal is generated. In other words when this switch > > is OFF backtester ignores Short signals during > > long trades and ignores Buy signals during short trades." > > > > However, I just can not make it work. The test result still reverse the > > trade. Here is my buy/sell statement: > > Buy = Cover = RSI<30; > > Short = Sell = RSI>70; > > > > I even add SetOption("ReverseSignalForcesExit", False) on my code and still > > no luck. > > > > Can someone shine some light please? > > > > Thanks > > >
