Thanks Dale, figured out the problem, I forgot to use the absolute value function for R. Everything is correct now, I'm going to start following the system at the close today with gold and gbp/jpy.
Also, thought I should tell you that my volatility trades are currently not doing as well as I hoped. USD/CAD is now down around 100 pips and AUD/JPY is only around +230 pips, after it was as high as almost +700. However, I am still a ways away from a stop and reverse on both pairs, so I will hold on to these until I'm told to stop and reverse.. kinda tough but I gotta do it.
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