PureBytes Links
Trading Reference Links
|
Hello Barry,
> I have a problem when doing an analysis in that if I use a stop loss
> the program sometimes throws in another buy immediately after a stop
> loss is activated - i.e. the next closing price. It sometimes then
> pulls a sell later out of thin air - but not always. Does anybody
> have any answers? I'm not sure if this occurs after every stop loss
> but it appears to. As the stop loss is reduced in percentage the
> problem appears worse.
This could happen when your buy rule is not a "trigger" kind such
as crossover test:
buy = cross( macd(), 0 );
but it uses level check:
buy = macd() > 0;
The latter one will generate extra signals ( for every bar for which macd()
is greater than zero.
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
|