In the trades on the attached run, the first ATHM seems to exit because of an entry signal the following day on the same ticker. And I do have max open positions set to 1.
MaxPos = 1;
SetOption( "MaxOpenPositions", MaxPos );
But I thought the way it worked was that additional entry signals were ignored if a trade was in progress.
Can someone please clarify?
Note - this was a walkforward test with a watchlist. It was not a rotational test and no PositionScore was used.