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In a brief statement Forest manager Colin Calderwood said: "It's a shame things haven't worked out as well as we had both planned when Andrew joined us and we came to the joint conclusion that it was best we went our separate ways.
"All my attention is now focussed on preparing the squad for Sunday's game at Derby but I would like to place on record my thanks for the contribution Andrew has made and wish him all the best for the future."
It all seemed to come to a head after Cole wasn't selected for the squad last Saturday when Forest played Cardiff. They were his last opponents for the Clarets and he said at the time that if he only played two games in the 2008/09 season he'd like them to be against Cardiff.
That was because of that late incident in which he was involved with Darren Purse, and indeed Purse was in the Cardiff side last week. He scored in that game for the Clarets last season and should he now, as expected, hang up his boots it will be his last goal in professional football and he won't be the last top goalscorer this millennium to have scored his last ever goal in our claret and blue shirt.