Shorts not getting covered
Author: gymcoach
Creation Date: 6/22/2009 11:21 AM
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gymcoach

#1

6/22/2009 11:21 AM

I can't figure out why this strategy will not close out the shorts. Any ideas?
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Eugene

#2

6/22/2009 11:44 AM

Because actually you programmed the strategy as a multi-position one with 2 separate entries, and the exit logic is looking to close the LastPosition only. Since the last created position is a long, it is being closed and the cycle continues. Try to swap the entries and you'll see it now closes short positions and leaves the longs.
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