That's not it. My backtest is set to "close out positions if a reverse signal" is triggered. (I've tried to insert the Sell/Cover orders explicitly to the same results). Also note that when I reverse the Buy and Short orders, it works fine.
Any thoughts? --- In [email protected], "Joe" <j0etr4...@...> wrote: > > 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" <lucianomt@> 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? > > >
