Can anyone explain this odd programmng result?

["Owen Davies" <owen@xxxxxxxxxxxxx>]

This morning I decided to make a systematic test of several exit strategies,
all using the same entrance technique--a simple oscillator fade.  Rather
than write up a bunch of system tests, each with a different exit, or fiddle
with curly braces to comment-off the ones I didn't want in a given test,
I did the following:

Picker:=1;

(Picker = 1 AND Exit1 Conditions) OR

(Picker=2 AND Exit2 Conditions) OR

(Picker=3 AND Exit3 Conditions)

and so on.

This seemed the easiest way to handle things, at least until the guy who
forbade us to use Input statements in systems goes off to the happy farm
with the fellow who designed the system reports.  All I had to do for each
test was edit the Picker value, and only the selected exit would be
triggered.

Or so I reasoned.

It seemed to work, at first.  Each Picker value gave a different profit
or loss from the rest, and the results were fairly consistent.  That is,
some
exits regularly made more money (or lost less) than others across a variety
of contracts.  However, when I looked at the chart itself, some exits did
not
appear quite where I would have expected them.  So I did some tests:

Set Picker:=0.  None of the exits should be triggered, and the results
should be the same as when using only EnterLong and EnterShort, for
an always-in-the-market system.  Nope.  Commenting-out the entire
exit field gave different results.

So comment-out almost everything in the exit field, but leave the Exit1
conditions active.  Not the same as when Picker=1 and all the alternative
exits are available.  Something really is wrong.

Can anyone tell me why this isn't working?  The only thing I could
think of was that some parentheses were misplaced, changing the effective
exit conditions, but after much careful study, they appear to be just
where they should be.

This one has me beat (a condition for which there is too much precedent!)

Thanks for any thoughts.

Owen Davies