jjsshh,

as far as I know you can't use conditions within a switch/case expression.
This is how I would start, using flags to set the marketposition. These flags will become true when your entry conditions are met. On the next bar the variable MyMarketPosition would receive the status of the position. This will ensure that the value for MyMarketPosition is aligned with the position of your signal (as you are using orders for the next bar).

This should give you a foundation to work on the exit part.

Regards,
ABCTG

 

Code

Variables: GoLong ( false ), GoShort ( false ), EntCondL ( false ), EntCondS ( false ), MyEntryBar ( 0 ), MyMarketPosition ( 0 ); //set long market position and store entry barnumber if GoLong then begin MyMarketPosition = + 1 ; GoLong = false ; MyEntryBar = CurrentBar ; end ; //set short market position and store entry barnumber if GoShort then begin MyMarketPosition = - 1 ; GoShort = false ; MyEntryBar = CurrentBar ; end ; { Entry orders } If MyMarketPosition = 0 and EntCondL then GoLong = true ; If MyMarketPosition = 0 and EntCondS and EntCondL = false then GoShort = true ;

Ok,

and thanks. The problem may be due to a switch/case. I will try make exits on my own.

jjsshh,

did you succeed with the exits?

Regards,
ABCTG

jjsshh 

Ok, and thanks. The problem may be due to a switch/case. I will try make exits on my own.

No, i have tried several solutions, but none of them is working. How do you handle the open price which is used in stops? Do you store it in GoLong or Goshort condition?

jjsshh,

yes, so it's the open of the bar where the marketposition is changed. Which would be the entry bar.

Regards,
ABCTG

jjsshh 

No, i have tried several solutions, but none of them is working. How do you handle the open price which is used in stops? Do you store it in GoLong or Goshort condition?