Have you had a look at Roy Larsen's excellent latches document already posted here: http://forum.equis.com/viewtopic.php?p=2487 If so, and you are still having trouble, what exactly are you having trouble with? Is it just simultaneous buys and sells? A simple way to stop events happening on the same day is to use the BarsSince() function. BE CAREFUL THOUGH. You can prevent an exit on the same day as the entry, which means the next day you will still be holding the stock despite the fact that your exit criteria has been tripped, or, you can prevent the entry on the same day as the exit. This has its own ramifications: if you normally enter the trade on open and you are using EOD then you are infact crystal-balling, knowing not to enter the stock first thing in the morning because the exit will be tripped later that day! The other side is the re-entry, you might exit the stock on open but your entry criteria is tripped later that same day - how do you want to handle this situation? If the BarsSince() isnt helping with what you need, break the code down into small pieces and plot each step as an indicator. Keep adding to the indicator until the code is right. If you have trouble, please post your code and we shall see what we can do as a group to help you out. Hope this helps. wabbit :D

Have a Look at the experts in the Metastock Formula collection. They show how to use the SysEval Function to create latches without having to use the Cum or Prev funtions

All of the experts that I have created use the PowerPivots Plus Add-on to create latches, pick any of them

dieselpr, If understand your problem correctly, you will always be in a trade, long or short? What you want then is a system that will transit out of long immediately into the short, from the short immediately into the long. The way to do this is to explicitly define the system for one of the criterial is true, either long or short. The FALSE criteria is then the other trade: N:=Fml("Long Trades")=1; X:=N=0; {not long trades} I:=Cum(N+X>-1)=1; Tr:=BarsSince(I OR N)<BarsSince(I OR X); Tr; Will return 1 for long trades and 0 for NOT long trades i.e short trades or N:=Fml("Short Trades")=1; X:=N=0; {not short trades} I:=Cum(N+X>-1)=1; Tr:=BarsSince(I OR N)<BarsSince(I OR X); Tr; To delay each entry and exit just Ref() back one day for each entry and exit, or use BarsSince(). Personally I would keep it as it is and set the delays in the system tester. If this doesnt help, then please post your code and we will see what we can do. [color=red:559bdc54a9]WARNING:[/color]This type of trading system has some massive drawbacks and I suggest that if you dont have your two criteria individually coded then you are leaving yourself open for some massive losses. Consider how much commission you will be paying for each trade swinging from long to short! You will need massive capital to offset the costs of trading, and the person making the most money will be your broker! Consider having a long entry and long exit independent of a short entry and short exit system. It [color=blue:559bdc54a9]WILL[/color] save you in the long run. wabbit :D