In my mind if CumulateOrders = False is at the start of a code then at no time should it be possible to open two positions at the same time. All the other stuff with Not LongOnMarket and snippets of code to double check we are not already on the market are unnecessary belts and braces. Well they would be unnecessary if I had not seen what I have posted in the image. In real life two positions were not opened but it makes the mind wonder what could possibly happen and it appears that the belts and braces are useless and there is the potential for us to find ourselves with our trousers around our ankles – metaphorically speaking. At the moment it is a backtest and running strategy results bug only – but one I think needs killing ASAP before it gets into someone’s wallet! Backtest and forward test results are useless if they do not do what it says in the code.
Simply true, no matter what!
