Yes, you have the flag in the wrong indentation level :).
There is another subtlety you are encountering too. The rolling transforms don't backfill - they accumulate their data as the simulation runs. So, on day 1, they have just the first bar of data. As a result, the long and short moving averages will be identical until day 20, when the short moving average begins to drop older data points and the long average keeps accumulating.
In the attached backtest, I dropped the bought flag and reduced it to just apple's stock. I also subsituted record calls for the orders, so you can see the moving averages start separating around day 20. Finally, instead of using the cross over to signal a buy, I record a signal (arbitrarily scaled to be noticeable).
Thanks for posting, I hope this helps.
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