[amibroker] Exit Problem

["bean_pi314" <gkjw@xxxxxxx>]

I have encountered a strange exit problem while using the portfolio 
backtester and trading at the open the day after a signal.  The 
strategy I am testing is a 2-5 day mean reversion system.  

Settings:
In the trades tab, I set buy = Open, Delay = 1.
Sell = C > MA(C, 5);

I have noticed that I occasionally have two positions in the same stock 
(triggered by sequential buy signals) that exit on different days (the 
exit signal should be valid for both positions).  This occurs when the 
second position is entered the morning (i.e. at open) the day that the 
exit signal occurs.  However, when I only have a single position in a 
stock, entry (at open) and exit (at close) occur as anticipated, even 
when holding period is only one bar.  Any thoughts or suggestions about 
what might be wrong would be appreciated.

Many thanks,
Greg



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