I tried two constructions:

first with exits and enters:

``` //exit: short if (Portfolio[symbol].IsShort) { if (price > (bb.UpperBand * (1+tolerance)) && rsi > 70) { Liquidate(symbol); } } //exit: long if (Portfolio[symbol].IsLong) { if (price < (bb.LowerBand * (1+tolerance)) && rsi < 30) { Liquidate(symbol); } } //long if (!Portfolio.HoldStock) { if (price < (bb.LowerBand * (1+tolerance)) && rsi < 30) { LimitOrder(symbol, Math.Abs(holdings) + quantity, high); } } //short if (!Portfolio.HoldStock) { if (price > (bb.UpperBand * (1+tolerance)) && rsi > 70) { LimitOrder(symbol, -(Math.Abs(holdings) + quantity), low); } }```

and second:

``` if (holdings > 0 || holdings == 0) { if (price > (bb.UpperBand * (1+tolerance)) && rsi > 70 ) { LimitOrder(symbol, -(holdings + quantity), low); } } else if (holdings < 0 || holdings == 0) { if (price < (bb.LowerBand * (1+tolerance)) && rsi < 30) { LimitOrder(symbol, Math.Abs(holdings) + quantity, high); } }```

So, why do I get different results? Where is the problem with my logic? Is there any template for enters and exits? Thank you for attention.