Hi there, I have a bar where my futures system generates a Short signal on open, then a Cover 20 points above the open, and then a Buy 21 points above the open all on the same day. Running a Scan shows that I have a Short, Cover and Buy all on the same bar. However, when running the backtester, trades for the Short and Cover signal are ignored, and only the Buy trade is initiated.
If I comment out the code that generates the Buy signal, then the Short/Cover trade is initiated by the back tester. The Short/Cover trade isn't being ignored for lack of equity or position size. I've tried different backtester settings to no avail. The backtester settings I last tried were the following: Initial Equity: 1e+007 Positions: Long and short Periodicity: Daily Min shares: 1 Min pos value: 0 Futures mode: Checked Allow position size shrinking: Checked Activate stops immediately: Checked Reverse entry signal forces exit: Checked Allow same bar exit: Checked QuickALF: Unchecked Round lot size: 1 Tick size:0 Use previous bar equity for position sizing: Unchecked My AFL code has the following options set: SetTradeDelays(0,0,0,0); SetPositionSize( 1, spsShares ); SetOption( "CommissionMode", 2 ); SetOption( "CommissionAmount", 0 ); Thankyou for any help you can provide.
