Here is the demo script :
Code
function run () {
	
	if (is(INITRUN) ) {	
	
		set(LOGFILE);
		set(PLOTNOW);
		
		Verbose =3;
							
		NumYears=1;
					
	}	

	vars rsi = series(RSI(seriesC(),5), 10);
	
	EntryTime=1;
	
	Entry = -1.5*PIP;
	
	Lots=1;
		
	if (rsi[0]>70 and rsi[1]<70) { 
		exitLong(); 
		if (WinStreakShort>5) Lots=-1; 
		enterShort();
	} 
	else
	if (rsi[0]<30 and rsi[1]>30) { 
		exitShort(); 
		if (WinStreakLong>5) Lots=-1;
		enterLong();
	} 		
}
. After several first real trades, phantom trades are subsequently "missed" - despite price penetrating the entry limit level, e.g.:
Code
[525: Wed 21-02-03 09:00c] 1.20382/1.20428\1.20317/1.20320 -0.00003
Exit  EUR/USD  0
Enter Long EUR/USD  Entry -0.00015000 at 09:00:00
(EUR/USD::l) Long 1@1.20305 Entry limit

[526: Wed 21-02-03 10:00] -3.21 0 24/17 1.20320/1.20325\1.20097/1.20235 -0.00003
(EUR/USD::l) Missed entry 1.2031 after 1 bar
The problem disappears, if either:
EntryTime is set to 2 :
Code
[525: Wed 21-02-03 09:00c] -2.84 +1.61 28/20 1.20382/1.20428\1.20317/1.20320 -0.00003
Exit  EUR/USD  0
Enter Long EUR/USD  Entry -0.00015000 at 09:00:00
(EUR/USD::L) Long 1@1.20305 Entry limit
(EUR/USD::L) Entry limit 1.20305 hit by 1.20097 at 09:00:00
[EUR/USD::L52606] Long 1@1.20296  at 09:00:00
Com 0.0570  Mrg 39.37  Net 3

[526: Wed 21-02-03 10:00] -2.84 -1.64 27/22 1.20320/1.20325\1.20097/1.20235 -0.00003
, or when trades are not "exited" before entry (i.e. exitLong()/Short() ) are commented out.