I created a simple strategy to measure follow-through: Buy = 0; Short = 0; Sell = 0; Cover = 0; BuyPrice = C; ShortPrice = C; SetTradeDelays(0,0,0,0); SetPositionSize( 100, spsPercentOfEquity ); Buy = C >= Ref(C,-1); Short = C < Ref(C,-1);
Strangely, the backtest is only registering the Short trades. No Buys. Even more strangely, when I invert the Buy and Short orders (Short = C >= Ref(C,-1); Buy = C < Ref(C,-1)), the backtest works fine. Am I doing something wrong?
