I have a simple strategy on SPY, on a 5 minute timeframe were it Enters a Long position when MACD crosses above MACD(Avg) and Exits the position when the inverse occurs; and also Enters a Short Position when this latter occurs.
Unfortunately it does the first part of the strategy, but after it has Exit the Long Position it doesn't enters the Short Position and it Rejects me the order.
What could be going on?
Thanks!
Andrés
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