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A backtest results in 50 trades:
Buy = Condition 1;
Sell = Condition 2:
If I change this to,
Buy = Condition 1;
Sell = Condition 2;
Buy = Buy and Barssince(Sell)>0;
Sell = Sell and BarsSince(Buy)>0;
then the number of trades reduces to 27. I would have expected the
BarsSince()>0 statement to have no effect on the number of trades. I
also have the same reduction in the number of trades if I use ==0 in
place of >0. Is there a problem here with the logic?
Keith
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