Indicator and Backtest, same algorithm, Backtest out by a day

Happy New Year everyone. I was hoping someone can clear my illogical thinking please.
I have a simple algorithm that works as an indicator as expected but when implemented as a backtest it
flags the buy and sell a day later than it should. Its probably my coding or I’ve made an incorrect assumption
but the last thing I want is it flagging a buy when its a sell and visa versa. Also, I dont want to have errors as I refine
from here even on a simple piece of code going forward.
The Indicator code is:

indicator1 = CCI[20]
once lastpoint = 0

c1 = (indicator1 crosses over -100)
c2 = (indicator1 crosses under 100)
c3 = (indicator1 crosses under -100)
c4 = (indicator1 crosses over 100)

L0 = (lastpoint = 0)
L1 = (lastpoint = 1)
Lneg1 = (lastpoint = -1)

IF (c1 AND L0) OR (c1 AND Lneg1) OR (c4 AND Lneg1) THEN
lastpoint = 1
ElSIF (c2 AND L0) OR (c2 AND L1) OR (c3 AND L1)THEN
//SELL AT MARKET
lastpoint = -1
ENDIF

return lastpoint,0

The Backtest code is:

DEFPARAM CumulateOrders = False // Cumulating positions deactivated
once lastpoint = 0

// Conditions to enter long positions
indicator1 = CCI[20]

c1 = (indicator1 crosses over -100)
c2 = (indicator1 crosses under 100)
c3 = (indicator1 crosses under -100)
c4 = (indicator1 crosses over 100)

L0 = (lastpoint = 0)
L1 = (lastpoint = 1)
Lneg1 = (lastpoint = -1)

IF ((c1 AND L0) OR (c1 AND Lneg1) OR (c4 AND Lneg1))THEN
BUY 5000 CASH AT MARKET
lastpoint = 1
// Conditions to exit long positions
ELSIF (c2 AND L0) OR (c2 AND L1) OR (c3 AND L1) THEN
SELL AT MARKET
lastpoint = -1
ENDIF

Nothing too tricky really. Its based on the visual in the attached file and the behaviour can be seen
in the chart dump in the other file.

[attachment file=”56989″]

The backtest clearly lags the indicator and the actual indicator by a day.
Thanks for any assistance you can provide,
John

[attachment file=”56990″]