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I created a simple strategy to measure follow-through:
Buy = 0;
Short = 0;
Sell = 0;
Cover = 0;
BuyPrice = C;
ShortPrice = C;
SetTradeDelays(0,0,0,0);
SetPositionSize( 100, spsPercentOfEquity );
Buy = C >= Ref(C,-1);
Short = C < Ref(C,-1);
Strangely, the backtest is only registering the Short trades. No Buys. Even more strangely, when I invert the Buy and Short orders (Short = C >= Ref(C,-1); Buy = C < Ref(C,-1)), the backtest works fine.
Am I doing something wrong?
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