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zwyss
11-18-2009, 12:02 AM
Hi

I'm running a mech system with MA-crossovers. It's quite simple so I was pretty sure that the set up is right. At a up-crossover, the system enters long et exit shorts, at a down-crossover, the systems exits short and enters long. Exits at end of day.

The first position enters and exits correctly, yesterday was the first time that the system reversed a trade intraday and a mistake happened. The close of the position is correct, but the enter happens twice ( a double position)

For example:
Crossover up: buy 400 shares SKF
crossover down: Sell (close) 400 shares SKF, short sell 400 shares SKF

This would have been correct so far, but there was another trade sell 400 shares SKF


Please see set up in the attachment. the down-crossover -set up is just the opposite.


What is wrong with the set up?


Thanky for any help....

NinjaTrader_Bertrand
11-18-2009, 05:49 AM
Please remove your Exit() calls from your conditions, as the Enter() methods would automatically reverse your position for you - then please retest the strategy.

zwyss
11-18-2009, 06:10 AM
Hi Bertrand

Thanks.

Meanwhile I tried other options and think that a found a solution. The set up is the same as before but instead of leaving it blank I set for every signal a signal name and it seems that it works.