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I think I may have found a bug in Metastock EOD 7.02 which is
illuatrated by the following 'system'.
Enter Long: C<Ref(C,-1)
Enter Short: C>Ref(C,-1)
Stop Loss: Set maximum loss to 0% (or another low figure) on long
and short positions and exit at the stop price.
What I believe is happening is that the stop loss exits at zero cost
for any losing days, but on days which may exceed the stop loss and
then come back, the trade is allowed to continue. The cure seems to
be to uncheck the 'exit at stop loss' box. A second opinion would be
most appreciated.
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