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Hi, Tz,
I have got a strange results when testing with N last quotations and
I have had a negative profit neg by billions...
It occurs when I have tested with a number of bars > numbers of bars
in the stock( for example test on 500 bars and some stocks have only
200 or 300 bars.
I have used
a basic system with sellprice on stoploss
****************************
N=Cross(C,MA(C,20));
Np=ValueWhen(N,Close,1);
/****************Loss Stop********************/
Slp= Ref(L,-1)-MA(ATR(1),10);
Slp= HighestSince(N,Slp,1);
Sl= L<Slp AND BarsSince(N)!=0 ;
Stop= Sl and Ref(Sl,-1)==0;
/***********Graph***************/
Xb= ExRem(Stop,N);
/**************Define Stops Price*********/
Slp=IIf(Xb,IIf(O<= Slp ,O,
IIf(L< Slp, Slp ,0)),0);
Xp=ValueWhen(Xb,Slp);
/*************Buy& Sell Signals*****************/
Buy=N;
Sell= Xb ;
BuyPrice= Np;
SellPrice= Xp;
*******************************
12074 Out 11/11/99 10/01/00 0.00 0.0%
12074 Long (stop) 10/01/00 11/01/00 -
1516300307610.03 -15163003076.1%
12074 Out 11/01/00 17/01/00 0.00 0.0%
12074 Long (stop) 17/01/00 18/01/00
221843502827296460000.00 -14630578334.4%
12074 Out 18/01/00 25/04/00 0.00 0.0%
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