You are putting 100% into the first trade, so there will not be another trade opened until that trade is closed. Since you don't have a Sell or Cover, whichever comes first, Buy or Short is the only action that is going to take place.
Joe --- In [email protected], "lucianomt" <lucian...@...> wrote: > > 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? >
