[amibroker] Help required!

["mozpet2001" <mozpet2001@xxxxxxxxx>]

The following is a simple backtester code for illustrative purposes which is meant to enter on the close being greater than the 20 period moving average and exiting on a trailing stop based on the high minus 3.0 times ATR. Basically I'm trying to test the effectiveness of an ATR stop which I've embedded in the backtester code. I've plotted the trailing stop as an indicator over the price chart but when I run a backtest of the code below, the exits don't match up with the trailing stop indicator. In fact I'm getting exits one and two bars after entry. I really don't understand what is going on as I'm not that experienced at writing AFL code. Can someone with coding experience please help?

Thanks

Maurice

Code:

SetBarsRequired(10000,10000); 
SetFormulaName("Weekly SMA System with ATR stop"); 
SetTradeDelays( 1, 1, 1, 1 ); 
SetOption( "initialequity", 100000 ); 
SetOption( "PriceBoundChecking", 1 ); 
SetOption( "CommissionMode", 2 ); 
SetOption( "CommissionAmount", 32.95 ); 
SetOption( "UsePrevBarEquityForPosSizing", True ); 
SetOption("MaxOpenPositions", 20); // 
SetOption( "AllowPositionShrinking", False);
SetOption("AllowSameBarExit", False);

ATRLevel = 3*ATR(20);

Buy = C>MA(C,30);

PositionSize=-10;// invest 10% of portfolio equity in single trade

Sell = 0;
trailARRAY = Null;
trailstop = 0;

for( i = 1; i < BarCount; i++ )
{

if( trailstop == 0 AND Buy[ i ] )
{
trailstop = H[ i ]- ATRLevel[ i ];
}
else Buy[ i ] = 0; // remove excess buy signals

if( trailstop > 0 AND Low[ i ] < trailstop )
{
Sell[ i ] = 1;
SellPrice[ i ] = trailstop;
trailstop = 0;
}

if( trailstop > 0 )
{
trailstop = Max( H[ i ]- ATRLevel[ i ], trailstop );
trailARRAY[ i ] = trailstop;
}

}

Sell = trailARRAY;

Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);




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