[amibroker] Backtester: not selling out on same day as entry

["dralexchambers" <dralexchambers@xxxxxxxxx>]

I have some backtester code below. Despite setting the
"AllowSameBarExit" option to True, the position is not being sold on
the same day.

See this JPG for my explanation:

http://www.chambers-media.com/01.jpg

The black arrow is the setup day
The green arrow is the buy day
The blue line is a trailing stop loss. When the low of the day passes
through the low, a sell is triggered.

The position should enter and exit on the same day (B).

However, the backtester enters on (B) but exits on (C)!

Can anyone suggest - alex

==============================

SetOption("FuturesMode" , False);
SetBarsRequired(10000,10000);

SetTradeDelays(0,0,0,0);
SetOption("AllowSameBarExit",True);

SetOption("MarginRequirement",0);
SetOption("MinShares",1);

Buy = Longsetup AND H>StopBuy;
BuyPrice = Max(Open,StopBuy);

LongStop = (Low-1) - 0.0010; // Trail SL 10 pips behind

Sell = L < LongStop;
Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );
SellPrice = Min(Open,LongStop);


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