[amibroker] Re: Strange error on simple strat

["lucianomt" <lucianomt@xxxxxxxxx>]

That's not it. My backtest is set to "close out positions if a reverse signal" is triggered. (I've tried to insert the Sell/Cover orders explicitly to the same results). Also note that when I reverse the Buy and Short orders, it works fine.

Any thoughts?


--- In amibroker@xxxxxxxxxxxxxxx, "Joe" <j0etr4der@xxx> wrote:
>
> 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@> 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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