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[amibroker] Re: Strange error on simple strat



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You are putting 100% into the first trade, so there will not be another trade opened until that trade is closed.  Since you don't have a Sell or Cover, whichever comes first, Buy or Short is the only action that is going to take place.

Joe

--- In amibroker@xxxxxxxxxxxxxxx, "lucianomt" <lucianomt@xxx> wrote:
>
> 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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