I'm running a mech system with MA-crossovers. It's quite simple so I was pretty sure that the set up is right. At a up-crossover, the system enters long et exit shorts, at a down-crossover, the systems exits short and enters long. Exits at end of day.
The first position enters and exits correctly, yesterday was the first time that the system reversed a trade intraday and a mistake happened. The close of the position is correct, but the enter happens twice ( a double position)
For example:
Crossover up: buy 400 shares SKF
crossover down: Sell (close) 400 shares SKF, short sell 400 shares SKF
This would have been correct so far, but there was another trade sell 400 shares SKF
Please see set up in the attachment. the down-crossover -set up is just the opposite.
What is wrong with the set up?
Thanky for any help....
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