[amibroker] Dangerous Assumptions about Reverse Entry Signal Forces Exit

["giggollo99" <giggollo@xxxxxxxxxxx>]

I am looking at the "Reverse Entry Signal Forces Exit" option under
Settings in the AA window. Suppose you are long and get a short
signal. Now if this box is checked, it means AB will automatically get
you out of the long position (regardless of whether you have a sell
signal there) and get you short on the bar where you got the short
signal. However, a problem arises if you have different shortprice and
sellprice values on that same bar, then you will be in a situation
where Amibroker will be generating a sell signal at "Sellprice" and a
short signal at "Shortprice" on the same bar. However, when you check
the "Reverse Entry Signal Forces Exit" option you may be generally
assuming that Amibroker will "take care of things" such that you will
be selling and shorting at the same instant and therefore at the same
price. That assumption is dangerous as you can see, and it seems to me
that you need to manually take care of that situation when you write
the code for sellprice and shortprice arrays because Amibroker does
not do it for you. Any thoughts are welcome and much appreciated.


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