Amibroker System Backtesting

StopLevel = 1 -(ts/100);

trailARRAY = Null;
trailstop = 0;
TrailStopSell = 0; // added from @Trav code


for( i = 1; i < BarCount; i++ )
 {
   if( trailstop == 0 AND Buy[ i ] )
    {
       trailstop = High[ i ] * stoplevel [i];  // was "* stoplevel;"
    }
    else Buy[ i ] = 0; // remove excess buy signals
   if( trailstop > 0 AND Low[ i ] < trailstop )  //was "Low"
    {
       TrailStopSell[ i ] = 1; // was "Sell[ i ] = 1;"
       //SellPrice[ i ] = trailstop;
       trailstop = 0;
    }
   if( trailstop > 0 AND TrailStopSell [i] == 0)   //was " if( trailstop > 0 )"
    {   
       trailstop = Max( High[ i ] * stoplevel [i], trailstop );
       trailARRAY[ i ] = trailstop;
    }
}

InTrade = Flip(Ref(Buy,-1),Ref(Sell,-1));
Plot(IIf(InTrade, TrailArray, Null),"Trailing Stop Level", IIf(IndexBuyFilter == 0, colorYellow, colorRed), styleLine, Null, Null, 0, -1, 1);

//Equity (1) works as 0 but additionally updates buy/sell/short/coverarrays so all redundant signals are removed exactly as it is done
//internally by the backtester plus all exits by stops are applied so it is now possible to visualise ApplyStop() stops
Equity( 1 );

bi = Barindex();
fvb = FirstVisiblevalue( bi );
lvb = LastVisiblevalue( bi );
dist = 1.5*ATR(10);
sellorcovertrigger = "Regular,Stop,Profit,Trail,N-bars,Ruin"; // Stop types 1, 2, 3, 4, 5, 6 (list starts at 0)

for( i = fvb; i <= lvb; i++ )
{
    if( Buy[i] )
        PlotText( "Buy\n" + BuyPrice[i], i, BuyPrice[i] - dist[i], colorGreen, -1, 0 );
    if( Sell[i] )
        PlotText( StrExtract(sellorcovertrigger, Sell[i]-1) + "\n" + SellPrice[i], i, SellPrice[i] + dist[i], colorRed, -1, 0 );
   
}