Hi,

When I look at the code you go “Long” when the “Close<Blower” and “Short” when the “Close>BUpper”…

If you want to go “short” you must use “SellShort” in your code…

So, line 20 of the code should be: “SellShort 1 Lot at Market”

Furthermore, if you want to use “cumulative orders” then the following line in your code must be used: “DefParam CumulateOrders=True”

With this, any “Close” that goes outside the BB will generate an order…

Hi, As JS indicates in his answer, in order to enter more orders you have to put the instruction defparam cumulateorders=true on the first line. On the other hand, the entry condition must be changed so that it can accumulate positions. You have to remove if not longonmarket . This makes the purchase only occur if it is not bought. Also the instruction to go short is sellshort

defparam cumulateorders=true
// Strategy 1 Mean Revision Trade
BUpper = BollingerUp[20](Close)
BLower = BollingerDown[20](Close)

//Conditions to enter a long trade
IF Low [1]< BLower THEN
BUY 1 CONTRACTS AT MARKET
ENDIF

//Conditions to close a long trade
If LongOnMarket AND High > BUpper THEN
SELL AT MARKET
ENDIF

//Conditions to enter a short trade
IF High > BUpper THEN
SELLshort 1 CONTRACTS AT MARKET
ENDIF

//Conditions to close a short trade
IF ShortOnMarket AND Low > BLower THEN
EXITSHORT AT MARKET
ENDIF

SET STOP TRAILING 16

The system works as you designed… It opens new positions in the next bar open when conditions are met. Look at the screenshot.

As a guess, from your image, the code only allows 1 buy and 1 sell at a time, due to IF  NotxxxxOnMarket. It appears that… On 30 sept 19:00 Buy entry @ 1.11485 is exited by  2 oct  11:00 Sell entry 1.10723 and the difference is 0.00762  ( $ 762 ) Then 2 oct 11:00 Sell exit @ 1.10723 and is exited by 2 oct 12:00 Buy exit 1.10717 and the difference is 0.00006    ( $ 6 ) However , I may have got the entry and exit transposed, but the numbers seem to correlate. I’m still guessing, I think its a combination having buy and sell in same strategy, with the buy exit condition and sell entry condition the same along with the 1 entry of each.   So, when the buy exit is triggered, then the sell entry could also  be triggered in the same bar, does one take precedence over the other!, also the entry for long and short are slightly different  low[1] , high[0] . If code line are executed in sequence this can’t happen the other way round,  short exit _ long entry, it would have to wait for the next bar. This sequence of events may be happening on other trades and maybe that’s what tripping up the trailing stop, thinking its in a buy but its in a sell or something. To test, I would have two strategy’s one long, one short, see if correct trades are taken, and compared to current strategy results, this may show the difference.