[amibroker] Problem with stop&reverse transactions

["jacek_lempart" <jacek@xxxxxxxxxxx>]

Hi All,

I have a simple S&R system, however noticed strange thing, which cannot understand: sometimes it happens that based on the code below, there is not transaction when it should be. For example let say, that we have a short position. Then on the next day price is moving up and crosses (or equals) BuySignal ==> then system should close short and open long. Code below works this way 99% of time, however sometimes (not always) when the given bar penetrates both BuySignal and SellSignal, it's not executing order at all. Many thanks in advance for any help. 

Buy = Cross( H, BuySignal ) || H == BuySignal;
Sell = Cross( SellSignal, L ) || L == SellSignal;

Short = Sell;
Cover = Buy;
BuyPrice = BuySignal;
SellPrice = SellSignal;
ShortPrice = SellPrice;
CoverPrice = BuyPrice;



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