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I think your cover cond should read
Cover = (EMA(Close,10)- EMA(Close,20)) > 0;
If this is the case, easier to type
short = sell;
cover = buy;
--- In amibroker@xxxxxxxxxxxxxxx, "trading_for_a_living"
<trading_for_a_living@xxxx> wrote:
> I ran a back test of a simple strategy just to get a hang of the
> software.
>
> Buy = (EMA(Close,10) - EMA(Close,20)) > 0;
>
> Sell = (EMA(Close,10)- EMA(Close,20)) < 0;
>
>
> Short = (EMA(Close,10)- EMA(Close,20)) <0;
>
> Cover = (EMA(Close,10)- EMA(Close,05)) > 0;
>
>
> I ran this on the nasdaq composite (COMPQX from TC2000).
>
> The problem is that when I run a backtest, it will show that it
was
> short from 3/4/03 t0 3/5/03 and then it is short from 3/5/03 to
> 3/6/03 and it is short from 3/6/03 to 3/7/03. This is throwing
all
> the report statistics off. How can I correct this problem?
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