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Date/Time: Thu, 06 Mar 2025 19:03:11 +0000



Post From: Spreadsheet System Buy Exit Order Signal Ignored

[2022-02-08 00:45:52]
GG - Posts: 20
Hello,

My system is as follows:
BuyEnter: Bottom Band 1 of VWAP
=CROSSFROMBELOW(ID0.SG4@3:ID0.SG4@4, ID5.SG3@3:ID5.SG3@4)
SellEnter: Top Band 1 VWAP
=CROSSFROMABOVE(ID0.SG4@3:ID0.SG4@4, ID5.SG2@3:ID5.SG2@4)
BuyExit: Middle VWAP (Target), -80P (Stop)
Sell Exit: Middle VWAP (Target), 80P (Stop)


The entries work fine. The exits are what I'm having trouble executing.
When I enter =CROSSFROMBELOW(ID0.SG4@3:ID0.SG4@4, ID5.SG1@3:ID5.SG1@4) and leave the stop limit via the trade window on, the arrows appear but the code "BuyExit signal is ignored. Long position quantity does not exist or there are already working exit orders that will flatten the position." As expected.
So when I delete the stop limit and add =OR(AND($J$8 > 0, ID0.SG4@$3 <= $J$9-80), AND($J$8 > 0, CROSSFROMBELOW(ID0.SG4@3:ID0.SG4@4, ID5.SG1@3:ID1.SG3@4))) the arrows disappear and this is no longer recognized as a BuyExit.

I'm certainly no programmer so I'm sure I'm doing something wrong here.

Thanks for your help,
GH