Greetings Experts,
Got a very basic doubt, what to do if Short != Sell and Cover != Buy
?
Let's say, we have four Arrays, namely, a1. a2, a3 and a4.
For Long:
_Buy = a1 > a2;
_Sell = a3 > a4;
Buy = ExRem( _Buy, _Sell );
Sell = ExRem( _Sell, _Buy );
For Short:
_Short = a1 < a2;
_Cover = a3 < a4;
Short = ExRem( _Short, _Cover );
Cover = ExRem( _Cover, _Short );
Not getting as desired Long/Shorts while back-testing - only long trades. Where am I wrong?
Thank you