Should your heuristic code work on strategies that switch position from Long to Short with no bars not onmarket ?
Yip that is the problem. Solution;
Replace this:
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If onmarket[1] = 1 and onmarket = 0 Then optimize = optimize + 1 EndIf |
With This:
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If (onmarket[1] = 1 and onmarket = 0) or (longonmarket[1] = 1 and longonmarket and countoflongshares < countoflongshares[1]) or (longonmarket[1] = 1 and longonmarket and countoflongshares > countoflongshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares < countofshortshares[1]) or (shortonmarket[1] = 1 and shortonmarket and countofshortshares > countofshortshares[1]) or (longonmarket[1] and shortonmarket) or (shortonmarket[1] and longonmarket) Then optimize = optimize + 1 EndIf |
