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[amibroker] Reverse entry signal forces exit



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I hadn't used this setting in ages and did not remember why I'd 
abandoned it.  However, I tried it again on a test yesterday and was 
reminded.  This setting appears to take its cue from the SellPrice (or 
CoverPrice) statement, and that only works if you enter and exit your 
trades at the same price.  The problem is that I tend to enter at one 
price--say, O + Offset + TickSize for a long trade in the recent 
volatility-breakout example--and exit at another--the Open, in that same 
system.  If I want to exit a trade on a reverse entry signal, a long 
trade should be closed at that day's ShortPrice:  O - Offset - 
TickSize.  Instead, the trade is credited with having been closed on the 
day's Open, even though the signal did not come in until later.  In one 
test, checking the "Reverse entry signal forces exit" box raised my 
profit from +658 points on the S&P: to more than +6300--good news, 
indeed, until I realized what must be wrong.  So I'll go back to 
hard-coding my exits-on-reverse and the corresponding exit prices.

No doubt this message should have gone into the list of upgrade 
requests, but it has two other purposes:  to warn others against the 
same problem and to make the obvious request:  If I've goofed again, 
could someone please tell me what I am doing wrong and how to fix it?

Many thanks.

Owen


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