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Hi,
I have a question about Cover and ShortPrice.
My system is having some big losses in the backtest
results because the cover and shortprice function
seems to be misused. It seems it is ignoring the
initial shortprice for some other value. Any thoughts?
ShortPrice = Open;
CoverPrice = Open;
Short = IIf(Close < (HHV(Ref(Close,-1),365)- 10 *
ATR(10)),1,0);
Cover = Close > (ShortPrice *1.05 );
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