PureBytes Links
Trading Reference Links
|
Hi Tomasz,
I am trying new ApplyStop feature, but seems to provide slightly
different results from my previous AFL implementation.
/**old code to exit trade**/
Lentryprice = ValueWhen ( Buy, BuyPrice );
Lprofitprice = Lentryprice * ( 1+ptarget/100 );
Lstopprice = Lentryprice * ( 1-stopl/100 );
sell1 = BarsSince ( Buy ) > ldays;
sell2 = High > Lprofitprice;
sell3 = Low < Lstopprice;
Sell = sell1 or sell2 or sell3;
SellPrice = IIf ( sell2, Max ( Open, Lprofitprice ), IIf ( sell3,
Min ( Open, Lstopprice ), Close ) );
/**NEW code to exit trade**/
ApplyStop ( 1, 1, ptarget, 1 );
ApplyStop ( 0, 1, stopl, 1 );
sell = BarsSince ( Buy ) > ldays;
sellprice = close;
?????
As far as I can tell, the target stop behaves the same, but the
stoploss seems to be different, can you provide some insight???
Thanks,
Cliff Elion
|