Hello all,

I appreciate any help with the following. Disregarding the logic of the buying (which is here only for illustrative purposes), I have in the below code three different IF-clauses. The effect I want to achieve is that when one the clauses is fulfilled and a position is entered, it won’t be filled a second time, at least not before it has been sold. But this method doesn’t seem work in PRT. If I run this on any asset intraday, the code doesn’t take any positions at all. If I GRAPH the varible values, I see that SL1, SL2 and SL3 are set to 1 throughout the backtest-period from the first bar. It beats me what’s going on. Any ideas?

ONCE SL1 = 0

ONCE SL2 = 0

ONCE SL3 = 0

MaxPos = 3

IF CountOfLongShares<MaxPos AND close>close[1] + 10 AND SL1 = 0 THEN

BUY 1 CONTRACT AT MARKET

SL1 = 1

ENDIF

IF CountOfLongShares<MaxPos AND close>close[1]+20 AND SL2 = 0 THEN

BUY 1 CONTRACT AT MARKET

SL2 = 1

ENDIF

IF CountOfLongShares<MaxPos AND close>close[1]+30 AND SL3 = 0 THEN

BUY 1 CONTRACT AT MARKET

SL3 = 1

ENDIF

IF LongOnMarket AND BarIndex = TradeIndex + 5 THEN

SELL AT MARKET

SL1 = 0

SL2 = 0

SL3 = 0

ENDIF