I have been running several Automated Trading Strategies successfully for the last month, however last night had a new problem.
I have written a new MA crossover strategy, similar to previous ones apart from the fact that this one is non-EOD.
On starting the strategy, it recognised a short position that was not there. At the next crossover, it went long with the correct position size as intended, but it also bought to cover the "imagined" short position that I didn't have, resulting in an overall long position that was twice the size that I intended.
If anyone knows how to solve this problem I would be very grateful for your tips!
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