Dear Sirs, I do not get any Exit Long trades with following script:
Go Long
CROSSOVER(EMA(CLOSE,5),EMA(CLOSE,10))
Exit Long
SET A= CROSSOVER(EMA(CLOSE,5),EMA(CLOSE,10))
SET X = LASTIF(A)
CLOSE < REF(CLOSE,X)
The objective of the above Exit script is to exit when the close price breaches the Close of bar when I went Long. Kindly suggest why there are no Exit trades shown in PI Backtest.