[amibroker] Buy and Short GBPJPY signals missing

[ChrisB <kris45mar@xxxxxxxxxxxx>]

Hi.

Backtesting GBPJPY hourly.

I have Long and Short signals, which I wish to trade simultaneously, 
(which can be done on the same account without Shorts closing any open 
Longs and vice versa.)

With Settings : Long only, this returns 40 trades for the year.
With Settings: Short only, this returns 56 trades for the year.

However with Settings: Long and Short, AB returns only 81 trades.
There are 15 trades not taken.( 1 Short and 14 Longs)

Looking at the plotshapes and tradelists it seems Longs that should have 
been taken were not, because of existing open Shorts.

How can I fix this?

I have
1. Applystops re-entry delay set to 0 (zero)
2. I have SetOptions("ReverseSignalForcesExit",False);
3. SetTradeDelays(0,0,0,0); with Buy = Ref(MyBuySignal, -1);
4. There are enough funds: 100 000 USD with single lots (margin of 10000)
5. Futures mode, ticksize, pointvalue, margindeposit, and Roundlotsize 
correctly set for Fx.
6. Equity(1) correctly  placed after Buy Sell Short Cover, Applystops 
and before Plotshapes.
7. No immediately preceding redundant signals.

What other settings should I be looking at?

Regards

ChrisB

-- 
Regards

ChrisB





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