Here is the code for just a single asset, which works perfectly:

Code:
// Penny Picking strategy ///////////////////
#include <profile.c>

int TrailWhenProfitable()
{
	static bool TrailInitiated;
	var AverageOpen = 0;
	int Count = 0;
	
	
	
 	if(NumOpenLong > 0 )
	{
		var AverageOpen = 0;
		int Count = 0;
		for(open_trades)
		  if(TradeIsOpen) 
		  {
		    AverageOpen += TradePriceOpen;
		    Count++;
		  }
		  
		if(Count) 
		  AverageOpen /= Count;
	
		if (priceClose() > AverageOpen + (2 * ATR(100)) && TrailInitiated == false)
			{
				TradeStopLimit = priceClose() - 2 * ATR(100);
				TradeTrailLimit =  priceClose() - ATR(100);
				TrailInitiated = true;
				printf("  TradeStopLimit = %.3f,  TradeTrailLimit = %.3f", (var) TradeStopLimit, (var) TradeTrailLimit);
				printf("  ATR = %.3f,  priceClose = %.3f", ATR(100), priceClose());
				printf("  AverageOpen = %.3f, ltod = %f", AverageOpen, (var) ltod(ET));
				
			}
			
		if (TrailInitiated == true && ltod(ET) > 1230)
		{
			exitLong();
			printf("  ltod = %f", (var) ltod(ET));
		}
	}
	else 
		TrailInitiated = false;
   	
   	
   return 0;
   		
}

function run()
{
	StartDate = 2009;
	EndDate = 2016; 	
	LookBack = 500;
	set(LOGFILE); // log all trades
	set(TICKS);  // normally needed for TMF
	

	
	vars Price = series(price());
	vars Trend = series(LowPass(Price,500));
	

  	
	if(valley(Trend) && NumOpenLong < 4) 
	{
		var AverageOpen = 0;
		var AverageProfit = 0;
		int Count = 0;
		
		for(open_trades)
	  		if(TradeIsOpen) 
	  		{
    			AverageOpen += TradePriceOpen;
    			Count++;
  			}
  			
		if(Count) 
  			AverageOpen /= Count;
  			
  		AverageProfit = (priceClose() - AverageOpen)/AverageOpen;
  		
  			
  		switch (Count)
		{
		  case 0:
		    enterLong(TrailWhenProfitable);
		    break;
		  case 1:
		    if (AverageProfit < -0.10)
		    {
		    	enterLong(TrailWhenProfitable);
		    	printf(" enter 2nd trade ");
	    	 }
		    break;
		  case 2: 
		    if (AverageProfit < -0.15)
		    {
		    	enterLong(TrailWhenProfitable);
		    	printf(" enter 3rd trade ");
	    	 }
		    break;	  
		  case 3: 
		    if (AverageProfit < -0.20)
		    {
		    	enterLong(TrailWhenProfitable);
		    	printf(" enter 4th trade ");
	    	 }
		    break;
		  default:
		    printf("None of them! ");
		}	
  			
		
	}  // if trending

  
}


Here is the code with multiple assets which is exiting at erroneous prices:

Code:
// Penny Picking strategy ///////////////////
#include <profile.c>

int TrailWhenProfitable()
{
	bool TrailInitiated;
	static bool TrailInitiatedA;
	static bool TrailInitiatedB;
	static bool TrailInitiatedC;		
	
	while(asset(loop("UK100","GER30", "NAS100")))
	{	
	
	 	if(NumOpenLong > 0 )
		{
			var AverageOpen = 0;
			int Count = 0;
			for(open_trades)
			  if(TradeIsOpen) 
			  {
			    AverageOpen += TradePriceOpen;
			    Count++;
			  }
			  
			if(Count) 
			  AverageOpen /= Count;
			  
			  
			switch (Asset)
			{  
			  case "UK100":
			    TrailInitiated = TrailInitiatedA;
			    break;
			  case "GER30":
			    TrailInitiated = TrailInitiatedB;
			    break;
			  case "NAS100":
			    TrailInitiated = TrailInitiatedC;
			    break;
			}
		
			if (priceClose() > AverageOpen + (2 * ATR(100)) && TrailInitiated == false)
				{
					TradeStopLimit = priceClose() - 2 * ATR(100);
					TradeTrailLimit =  priceClose() - ATR(100);
					TrailInitiated = true;
					printf("  TradeStopLimit = %.3f,  TradeTrailLimit = %.3f", (var) TradeStopLimit, (var) TradeTrailLimit);
					printf("  ATR = %.3f,  priceClose = %.3f", ATR(100), priceClose());
					printf("  AverageOpen = %.3f, ltod = %f", AverageOpen, (var) ltod(ET));
					switch (Asset)
					{  
					  case "UK100":
					    printf("Asset UK100");
					    break;
					  case "GER30":
					    printf("Asset GER30");
					    break;
					  case "NAS100":
					    printf("Asset NAS100");
					    break;
					  default:
					    printf("None of them! ");
					}  // switch
					
				}
				
			if (TrailInitiated == true && ltod(ET) > 1230)
			{
				exitLong();
				printf("  ltod = %f", (var) ltod(ET));
			}
			
		}  // if NumOpenLong > 0
		else 
			TrailInitiated = false;

			
		switch (Asset)
		{  
		  case "UK100":
		    TrailInitiatedA = TrailInitiated;
		    break;
		  case "GER30":
		    TrailInitiatedB = TrailInitiated;
		    break;
		  case "NAS100":
		    TrailInitiatedC = TrailInitiated;
		    break;
		}  //  switch
			
	 
	}  // while asset loop 
	   	
	return 0;
   		
}

function run()
{
	StartDate = 2009;
	EndDate = 2016; 	
	LookBack = 500;
	set(LOGFILE); // log all trades
	set(TICKS);  // normally needed for TMF
	
	while(asset(loop("UK100","GER30","NAS100")))
	{
	
		vars Price = series(price());
		vars Trend = series(LowPass(Price,500));
		
	
	  	
		if(valley(Trend) && NumOpenLong < 4) 
		{
			var AverageOpen = 0;
			var AverageProfit = 0;
			int Count = 0;
			
			for(open_trades)
		  		if(TradeIsOpen) 
		  		{
	    			AverageOpen += TradePriceOpen;
	    			Count++;
	  			}
	  			
			if(Count) 
	  			AverageOpen /= Count;
	  			
	  		AverageProfit = (priceClose() - AverageOpen)/AverageOpen;
	  		
	  			
	  		switch (Count)
			{
			  case 0:
			    enterLong(TrailWhenProfitable);
			    break;
			  case 1:
			    if (AverageProfit < -0.10)
			    {
			    	enterLong(TrailWhenProfitable);
			    	printf(" enter 2nd trade ");
		    	 }
			    break;
			  case 2: 
			    if (AverageProfit < -0.15)
			    {
			    	enterLong(TrailWhenProfitable);
			    	printf(" enter 3rd trade ");
		    	 }
			    break;	  
			  case 3: 
			    if (AverageProfit < -0.20)
			    {
			    	enterLong(TrailWhenProfitable);
			    	printf(" enter 4th trade ");
		    	 }
			    break;
			  default:
			    printf("None of them! ");
			}	// switch count
  			
		
		}  // if trending
	
	}  // while asset loop
  
}  // run