CumUp.Series
Author: gbullr
Creation Date: 10/19/2010 9:57 PM
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gbullr

#1
Doing something wrong.

Trying to identify places where stock lows have been up three days in a row. Clearly I am not doing something right b/c in the S&P 500 there is not one instance.
CODE:
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Eugene

#2
There's no problem with the code (although I'd change the equality sign to "greater or equal" i.e. CumUp.Series(Low,1)[bar] >= 3).

What are the selected position sizing settings? Have you reviewed the Symbol Info Manager and/or Commissions/Backtest/Slippage tabs in Preferences?

Another straightforward way to troubleshoot is to add a call to AnnotateBar or PrintDebug on the bar of entry.
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Cone

#3
Note that Close[bar] > 10 is a peeking condition for stocks that have split. For a price > X backtest condition, you need to use a reverse-split adjusted series. The Strategy Builder can help you with that - check the "Price (or Volume) Action" category, Price is above a value (backtest)