Re: ApplyStop accepts new values in 3.78

[cliffelion@xxxx]

Tomasz,

Thanks for the help and explanation.

Best Regards,

Cliff Elion

--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Cliff,
> 
> Due to the way back tester works it is not currently possible.
> The reason is that formula is first evaluated and
> then backtester interprets the result. 
> Backtester run time variables are not accessible at
> formula evaluation stage.
> 
> It will be however possible in the future after implementing
> callbacks that will allow to intercept the operation of backtester.
> 
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
> 
> 
> ----- Original Message ----- 
> From: <cliffelion@xxxx>
> To: <amibroker@xxxx>
> Sent: Thursday, October 25, 2001 7:04 PM
> Subject: [amibroker] Re: ApplyStop accepts new values in 3.78
> 
> 
> > Tomasz,
> > 
> > Can you make the buy price that is used by ApplyStop() available 
to 
> > the user?
> > 
> > Cliff Elion
> > 
> > --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > > Hello,
> > > 
> > > I don't know what is your entry ( buy ) formula,
> > > but if there are multiple buy signals ValueWhen() will
> > > return the last one so your stops are moving.
> > > 
> > > Using ApplyStop() you always setup the stop levels
> > > at the first signal that really opens the trade.
> > > 
> > > Therefore ApplyStop() is more reliable.
> > > 
> > > Best regards,
> > > Tomasz Janeczko
> > > ===============
> > > AmiBroker - the comprehensive share manager.
> > > http://www.amibroker.com
> > > 
> > > 
> > > ----- Original Message ----- 
> > > From: <cliffelion@xxxx>
> > > To: <amibroker@xxxx>
> > > Sent: Thursday, October 25, 2001 4:35 PM
> > > Subject: [amibroker] Re: ApplyStop accepts new values in 3.78
> > > 
> > > 
> > > > 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
> > > > 
> > > > 
> > > > 
> > > > 
> > > > 
> > > > 
> > > > 
> > > > 
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> > > > 
> > > > 
> > > >
> > 
> > 
> > 
> > 
> > 
> > Your use of Yahoo! Groups is subject to 
http://docs.yahoo.com/info/terms/ 
> > 
> > 
> >