Hi,

I'm new here, and I've been testing this mean reversion short strategy.

Backtesting from 2020 give me around 350 trades, the one attached under here. But if i change to earlier years, I get fewer Total Trades the longer back I go. Testing from 2015 give about 200 trades, and from 2005 around 130 trades in Total. I can't see any reason for this happening…

It's set up with no leverage/margin, and the cash to trade seems to be available. Every trade is set to liquidate after 6 days, and it doesn't seem like any old trades are hanging around blocking anything.

Can someone test this code and see if it happens to you, and maybe see why? Thanks!