[amibroker] help with outcome to some code?

["Bozwood" <bozwood@xxxxxxxxx>]

I would appreciate any help that anyone could give with the code that
follows (hopefully it is formatted correctly and easy to read).

I set out to create an extremely easy system in order to see if
everything in terms of entries, exits, etc. was working as I expected
so that I could implement ideas into more complex systems.

The system:
- buy today's open if yesterday's open > yesterday's close 
- short today's open if yesterday's close <= yesterday's open
- all trades will be held for 5 days and then exited on the close 

I really just want to see a trade trigger, hold the position for 5
days, exit at that close, and trigger the next day if applicable.

The code below works just fine if I specify only long or only short
trades within AA.

However, if I set AA to trade both long and short trades together, I
get trade lengths of everything from 2 to 11 days vs the 5 expected
and I really don't know why.

Basically there should always be a trade on for five days, or at least
this is what I am trying to accomplish.

Any help would be very much appreciated.

jw


SetTradeDelays(0,0,0,0);
SetPositionSize( 25, spsPercentOfEquity );

BuyPrice = ShortPrice = O;
SellPrice = CoverPrice = C;

//enter long positions
Cond1= O > C;
Buy = Ref(Cond1,-1);
Sell = 0;

//enter short positions
Cond2= O <= C;
Short = Ref(Cond2,-1);
Cover = 0;


PriceAtBuy= 0;
PriceAtShort= 0;
BarsSinceBuy= 0;
BarsSinceShort= 0;


//    Loop through all the bars.
for( i = 0; i < BarCount; i++ )
{
   
	//////////////////long 
	if (PriceAtBuy==0 AND Buy[i]==1)
    	{
		PriceAtBuy = BuyPrice[i];
		BarsSinceBuy= BarsSinceBuy + 1;
    	}

	else
		if (PriceAtBuy > 0 AND BarsSinceBuy < 5 )
       	        {
			BarsSinceBuy= BarsSinceBuy + 1;
	        }
	
		if (PriceAtBuy > 0 AND BarsSinceBuy == 5 )
       	        {
			Sell[i] = 1;
			priceAtBuy = 0;
			BarsSinceBuy = 0;
		}	
	
        	
	////////////////short
	if (PriceAtShort==0 AND Short[i]==1)
    	{
		PriceAtshort = ShortPrice[i];
		BarsSinceShort= BarsSinceShort + 1;
    	}
	else
		if (PriceAtShort > 0 AND BarsSinceShort < 5 )
		{
	        	BarsSinceShort= BarsSinceShort + 1;
		}
	
		if (PriceAtShort > 0 AND BarsSinceShort == 5 )
      		{
			Cover[i] = 1;
			priceAtshort = 0;
			BarsSinceShort = 0;
		}
	
	
}



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