Hello. I'm trying to understand why a simple EMA-cross framework strategy is causing so many orders to be filled. In this case I have only 5 insights in the backtesting period. 

Date Time Symbol Direction Period Direction Score Magnitude Score Confidence Weight
2016-01-03 17:01:00 AUDCHF Up 50d 00h:00m:00s 0.00 % None None None
2016-01-13 00:00:00 AUDCHF Down 50d 00h:00m:00s 0.00 % None None None
2016-03-07 00:00:00 AUDCHF Up 50d 00h:00m:00s 0.00 % None None None
2016-06-13 00:00:00 AUDCHF Down 50d 00h:00m:00s 0.00 % None None None
2016-07-03 17:01:00 AUDCHF Up 50d 00h:00m:00s 100.00 % None None None

However there are over 160 orders.

Date Time Symbol Type Price Quantity Status Tag
+2016-01-03 17:01:00 AUDCHF Buy Market Fill: 0.73024 CHF 1369145 Filled
+2016-01-04 17:01:00 AUDCHF Sell Market Fill: 0.72029 CHF -143 Filled
+2016-01-05 17:01:00 AUDCHF Buy Market Fill: 0.72261 CHF 9314 Filled
+2016-01-06 17:01:00 AUDCHF Sell Market Fill: 0.71208 CHF -1865 Filled
+2016-01-07 17:01:00 AUDCHF Sell Market Fill: 0.69602 CHF -20412 Filled

...

This is using the ImmediateExecutionModel which I think with only one currency and no risk model should only be issuing an order when a new signal arrives?

Also, I notice that the 5th insight has a direction score of 100% even though I don't emit any direction score in the alpha. Does anyone know why that might be?

Thanks for your help.