Hi,

Sorry to make my first comment here a plea for help, but this has had me 
stumped for a couple of days now, and it's so weird I can only conclude I'm 
failing to do something really basic.

I'm getting results from the backtester that don't make any sense to me at all.

Quickest way to look: I've put a screenshot of the code and the problem in the 
Files section, in the "Dan's Tales of Mystery" folder.

Bascially, I've made a really simple non-system to muck about with in the 
backtester, but it gives utterly bizarre results.

Here's the code (running on 5-minute GBPUSD):

-----
LastHigh = TimeFrameGetPrice( "H", in5Minute, -1 );

Buy = High >= LastHigh;
BuyPrice = LastHigh;

Sell = High < LastHigh;
SellPrice = Close;


Plot ( Buy, "Buy", colorGreen, styleDots);
-----

Super simple, right? Buy on higer-highs, sell on the close after a lower high. 
Won't make money, but that's not the point.

Anyway, if I run this on, say, the last 288 bars, everything seems fine. If I 
go much beyond that (see the screenshot for 1 September to 2 September) I get 
really anomalous results.

Note the arrows on the one in the screenshot: there's an entry arrow where the 
rules don't give it an entry (the high for that bar is lower than the one 
previous). Note also that the "Buy" value, which is plotted along the bottom, 
is at zero. So why's it buying there? 

Then it enters at 5522, nowhere near the bar's range (lowest for the bar is 
5585).

It sells, again, when it shouldn't (the high is higher), and again at a price 
that bar doesn't reach (5473 vs the bar's low at 5581).

Has anyone at all got any idea what's going wrong here?

PS: I've messed with everything that seemed relevant, with TimeFrameSet and 
PriceBoundChecking and everything in the Settings windows...

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