[amibroker] Backtest Sell/Cover problem

["WALTON, Nathan" <nathan.walton@xxxxxxxxxxxxxx>]

Title: Backtest Sell/Cover problem

Hi

I've got an odd problem that I've been wrestling with for a few days:

I have a lovely (albeit simplistic) plot with my buy/short/cover/sell signals all prominently displayed. However, when I run a backtest on this, I get one open trade at the start and that's it. There are sell/cover indicators all over my plot (in the appropriate locations too) but they seem to be ignored. Relevant code below. "Foreignscaled" refers to a "Foreign" close.  I've tried other sell/cover conditions that use Foreign data and they seem to work ok. It must be something stupid but I can't step back and see it.

Buy = C < Foreignscaled - 0.01;
Short = C > Foreignscaled + 0.01;

Sell = C >= Foreignscaled;
Cover = C <= Foreignscaled;

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

Short = ExRem(Short, Cover);
Cover = ExRem(Cover, Short);

PlotShapes( IIf( Buy , shapeUpArrow , shapeNone ),
            colorGreen, 0, Graph0, -12 );
PlotShapes( IIf( Sell , shapeDownArrow, shapeNone ),
            colorPink, 0, Graph0, -12 );
PlotShapes( IIf( Cover , shapeUpArrow , shapeNone ),
            colorBlue, 0, Graph1, -12 );
PlotShapes( IIf( Short , shapeDownArrow, shapeNone ),
            colorRed, 0, Graph1, -12 );

Any help would be greatly appreciated.

Thanks,
Nath

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