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[amibroker] A simple system - why doesn't a trade show up?



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Hey all, was just playing around with a stupid idea - coded it up and
ran it against a watch list that contained: SPY, QQQQ, EEM, IEF.

Here's what I don't get - if you run this against those instruments (I
use TC2007 for data), and then I select to show the actual trades for
the instrument IEF, I can see a trade where the cross happened - yet
this trade doesn't show up on the list, and there are definitely open
position slots (obviously if I have 4 positions and only 4 equities).

Anyone got any idea what's going on here?

Thanks!

/d/

Here's the system (trading LONG only):
----------------------------
PosQty = 4; // You can define here how many open positions you want
SetOption("MaxOpenPositions", PosQty );
PositionSize = -100/PosQty;


MA1 = MA(C,200);
MA2 = MA(MA1,50);

Buy = Cross(MA1,MA2) OR MA1 > MA2;
Sell = Cross(MA2,MA1) OR MA1 < MA2;

Short = Sell;
Cover = Buy;

PositionScore = ROC (C, 50);


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