Rotational system does not work with multiple conditions in Score

[ZephienP]

G'day All,

I am a new user of Amibroker and really love the tool.

I am trying to code a simple rotational backtest system but when I add additional conditions to my Positionscore, the backtest does not generate any signals. Removing the condition works fine.

As Soon as I add "AND NorgateIndexConstituentTimeSeries("$XFL.au")" to my Buysignal line, the backtest stop generating any trades. I did do data exploration and with or without the line above, the code is generating buy signals.

Here is my code:

//Norgate Settings
#include_once "Formulas\Norgate Data\Norgate Data Functions.afl";

#include <Myfunctions.afl>; //<<<Custom Functions>>>

OnSecondLastBarOfDelistedSecurity = !IsNull(GetFnData("DelistingDate")) AND (BarIndex() == (LastValue(BarIndex()) -1) OR DateTime() >= GetFnData("DelistingDate") ) ;
OnLastTwoBarsOfDelistedSecurity = !IsNull(GetFnData("DelistingDate")) AND (BarIndex() >= (LastValue(BarIndex()) -1) OR DateTime() >= GetFnData("DelistingDate") );


//############ NORMAL BACKTEST CODE ############

Positions = 5;
SetOption ("MaxOpenPositions",Positions);
SetPositionSize (100/Positions, spsPercentOfEquity);
//SetOption("WorstRankHeld",5);
SetBacktestMode( backtestRotational );

Market = Foreign ("$XFL.au","Close");
MarketMA = MA(Market,150);
RegimeFilter = Market > MarketMA;

//DiffMnth = Month() != Ref(Month(),-1); OR Below - This function needs to look forward where below doesn't.
Lastday = LastTradeDayOfMonth(); // <<<From Custom Functions>>>

Buysig = /*DiffMnth*/ Lastday AND NorgateIndexConstituentTimeSeries("$XFL.au"); // AND (NorgatePaddingStatusTimeSeries()==0) ;//AND NOT OnLastTwoBarsOfDelistedSecurity AND NorgateIndexConstituentTimeSeries("$XFL");
Sellsig = 1;

Score = IIf(Buysig,10000+ROC(C,21),scoreNoRotate);
PositionScore = IIf(RegimeFilter , Score, scoreNoRotate);


//EXPLORATION
Filter=1;
AddColumn(Score, "Roc(C,1)", 1.2);
AddColumn(PositionScore, "P.Score", 1.2);
AddColumn (NorgateIndexConstituentTimeSeries("$XFL.au"),"In Norgate Index",1.2);
AddColumn(Buysig, "Buy Signal", 1.2);
AddColumn (Lastday,"Lastday",1.2);

Here is my exploration results with both backtests:

Please advise if I am doing something obvious wrong. I am a Newbie so please forgive my ignorance

[Tomasz]

You might consider running backtest in "Detailed log" report mode. To get better understanding of what is happening in your code and how functions work, use advice given here: How do I debug my formula?