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Short Entries and Short Exits
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Author:  M101 [ Sat May 21, 2016 3:26 am ]
Post subject:  Short Entries and Short Exits

Hi SQ,

When I backtest the attached strategy in OQ2014 many Long Entries and Long Exits are made.

However, when I change lines 93 and 94 from

Code:
    marketOrder = BuyOrder(instrument, Qty, "Entry");
//  marketOrder = SellOrder(instrument, Qty, "Entry");

to this
Code:
//  marketOrder = BuyOrder(instrument, Qty, "Entry");
    marketOrder = SellOrder(instrument, Qty, "Entry");

only 1 Short Exit and 1 Short Entry are made.

Any idea why this is? Many more Short Entries and Short Exits should be made.

Thanks

Attachments:
MACDCrossover (test).zip [65.37 KiB]
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