Backtest not liquidating trades

Just in case: I have tried this with other securities (GBPUSD and SPY) and it does the same thing.

Hi JSO 2045

The set liquidating if condition contains price > self.price_bought. It is an unrealistic assumption on having an upward drift of the price series, so if the trend is going down, the position will not be liquidated. We recommend changing:

elif price < self.fastma.Current.Value and self.prev.Current.Value > self.fastma.Current.Value and price > self.slowma.Current.Value and price > self.price_bought:
   if self.Portfolio[self.spy].Invested:
       self.Liquidate()
               
elif price < self.slowma.Current.Value and self.prev.Current.Value > self.slowma.Current.Value and price > self.fastma.Current.Value and price > self.price_bought:
   if self.Portfolio[self.spy].Invested:
       self.Liquidate()

into this:

elif price < self.fastma.Current.Value or price < self.slowma.Current.Value:
   if self.Portfolio[self.spy].Invested:
       self.Liquidate()

if the exit criterion is only

• when the price falls back below either the long term Moving Average or the shorter-term one
   

Best
Louis