Hi Mike, you were absolutely right. I did use trade delays and therefore it didnt work as excpected. Thank you so much on this!
Chris --- In [email protected], "Mike" <sfclimb...@...> wrote: > > Hi, > > Sounds like you are using trade delays. > > PositionSize is calculated for the bar of the actual purchase. If you have a > Buy trade delay, then the value of Buy on the actual bar bought will be zero > (i.e. the Cross happened the bar before) and thus the IIF will be false and > the value of short_ps will be used for the order. > > If you do not need trade delays, then add the following line to your code: > > SetTradeDelays(0, 0, 0, 0); > > If you do need trade delays (e.g. end of day trader), then you must modify > your PositionSize logic to refer to the bar of the actual Buy signal (e.g. > previous bar when using trade delay of 1): > > PositionSize = IIF(Ref(Buy, -1), long_ps, short_ps); > > Mike >
