Abnormal-Backtest-results-with-SPY-and-Futures-Mode-checked

CODE:

using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Data;
using WealthLab.Indicators;
using System.Collections.Generic;

namespace WealthScript2 
{
    public class MyStrategy : UserStrategyBase
    {
        //create indicators and other objects here, this is executed prior to the main trading loop
        public override void Initialize(BarHistory bars)
        {
         WriteToDebugLog(bars.DataSource);
         if (bars.SymbolInfo == null)
            WriteToDebugLog("NULL");
         else
         {
            WriteToDebugLog(bars.SymbolInfo.SecurityType);
            WriteToDebugLog(bars.SymbolInfo.Margin);
            WriteToDebugLog(bars.SymbolInfo.PointValue);
            WriteToDebugLog(bars.SymbolInfo.TickSize);
         }
        }

        //execute the strategy rules here, this is executed once for each bar in the backtest history
        public override void Execute(BarHistory bars, int idx)
        {
            if (!HasOpenPosition(bars, PositionType.Long))
            {
                //code your buy conditions here
            }
            else
            {
                //code your sell conditions here
            }
        }

        //declare private variables below

    }
}