Back Testing

[peterjerome]

this strategy goes long when price crosses above LSMA
and should go to cash when price drops below LSMA.
it only makes a single trade. eg. for NOV, entry is 1/4/10 and
never exits, but runs to current date.

if ( close() > LSMA_Array[0] ) {
Strategy.doLong ("Long", Strategy.CLOSE, Strategy.THSBAR);

}else{
Strategy.doSell("Cash", Strategy.CLOSE,Strategy.THISBAR);
}
can anyone advise me where i'm going wrong?
thanks,
peter.

[ACM]

Re: Back Testing

peter
THSBAR in your Strategy.doLong() call should be THISBAR
Alex

Originally posted by peterjerome
this strategy goes long when price crosses above LSMA
and should go to cash when price drops below LSMA.
it only makes a single trade. eg. for NOV, entry is 1/4/10 and
never exits, but runs to current date.

if ( close() > LSMA_Array[0] ) {
Strategy.doLong ("Long", Strategy.CLOSE, Strategy.THSBAR);

}else{
Strategy.doSell("Cash", Strategy.CLOSE,Strategy.THISBAR);
}
can anyone advise me where i'm going wrong?
thanks,
peter.