Issues about "maCross" demo in Quantstrat
Hi, I ran the demo "maCross" successfully in R. When I enable the commented code, it works also OK and I suppose to get both long and short position happening in the backtesting result. [image: Inline image 1] However, I can only see either long or short and never happen at the same time. It seems like that the "exit" and new "entry" can not be at the same day. Any insights? The code in the graph is the only part I changed. Thanks a lot.
Sincerely, John Han -------------- next part -------------- An HTML attachment was scrubbed... URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20130428/229887fc/attachment.html> -------------- next part -------------- A non-text attachment was scrubbed... Name: not available Type: image/png Size: 20399 bytes Desc: not available URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20130428/229887fc/attachment.png>