Close all open orders at close of the current candle - ERROR

[Tony <TraderSeven@xxxxxxxxx>]

Hello omega-list,

I'm writing a simple system that goes long when EMA(3) crosses over
EMA(15) and goes short when EMA(3) crosses under EMA(15)
It should exit at the close of the candle that the trade was opened
on.

I programmed this:
---------------------
if XAverage(Close, 5)cross over XAverage(Close, 13) then begin
   Buy;
   Sell at Close;
end;

if XAverage(Close, 5)cross under XAverage(Close, 13) then begin
   Sell;
   Buy at Close;
end;
-----------------------

The arrows are plotted on the screen and they look ok.
But when I try opening the Strategy performance report I get this
error:
20011 errmsg Unable to open file.

Any idea what causes this.
I'm using ProSuite 2000i

-- 
Best regards,
Tony