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Thank you for the files. I will take a closer look at the problem you described
and will get back with my findings tommorrow.
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: S.C.
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, November 04, 2001 5:16 PM
Subject: [amibroker] Bug in sellprice for some stocks
Tomacz,
Here is the "bug" I have observed with some stocks when there is a "largechange in close" between two trades.
I join the data for one of this stocks (Sagem) in a metastock format.
I join the Trade report.
I join the system (GTS_Long_StopPrec).
in this system the buyprice is the close
the sellprice is stop
1/ In the trade report
7327,Long,07/04/00,366.96,10756.5,10/04/00,386.42,11326.9
7327,Open Long,24/10/01,53.05,11326.9,30/10/01,386.42,82506.2
the last trade is open ( no stop active stop) but the system tester takesthe last sellprice and not the last close ( it is 49.52) of the data.
2/when you apply the system on a chart:
the blue line is the target
the red line is the stoploss
the white line is the sellprice
3/if I change the sellprice to close , the bug disappears.
4/Perhaps it will be better to do not take in account a trade when it is not finished ( open trade).
Stephane
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<DIV><FONT face=Tahoma size=2>Stephane,</FONT></DIV>
<DIV><FONT face=Tahoma size=2></FONT> </DIV>
<DIV><FONT face=Tahoma size=2>Thank you for the files. I will take a closer look
at the problem you described</FONT></DIV>
<DIV><FONT face=Tahoma size=2>and will get back with my findings
tommorrow.</FONT></DIV>
<DIV> </DIV>
<DIV>Best regards,<BR>Tomasz Janeczko<BR>===============<BR>AmiBroker - the
comprehensive share manager.<BR><A
href="http://www.amibroker.com";>http://www.amibroker.com</A><BR></DIV>
<BLOCKQUOTE dir=ltr
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
<DIV style="FONT: 10pt arial ce">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial ce; font-color: black"><B>From:</B>
S.C. </DIV>
<DIV style="FONT: 10pt arial ce"><B>To:</B> <A title=amibroker@xxxxxxxxxxxxx
href="mailto:amibroker@xxxxxxxxxxxxxxx";>amibroker@xxxxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial ce"><B>Sent:</B> Sunday, November 04, 20015:16
PM</DIV>
<DIV style="FONT: 10pt arial ce"><B>Subject:</B> [amibroker] Bug in sellprice
for some stocks</DIV>
<DIV><BR></DIV>
<DIV><FONT face=Arial size=2>Tomacz,</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Here is the "bug" I have observed with some
stocks when there is a "large change in close" between two
trades.</FONT></DIV>
<DIV><FONT face=Arial size=2>I join the data for one of this stocks (Sagem) in
a metastock format.</FONT></DIV>
<DIV><FONT face=Arial size=2>I join the Trade report.</FONT></DIV>
<DIV><FONT face=Arial size=2>I join the system
(GTS_Long_StopPrec).</FONT></DIV>
<DIV><FONT face=Arial size=2>in this system the buyprice is the
close</FONT></DIV>
<DIV><FONT face=Arial size=2>the sellprice is stop </FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>1/ In the trade report</FONT></DIV>
<DIV><FONT face=Arial size=2>7327,Long,07/04/00,366.96,10756.5,10/04/00,<FONT
color=#ff0000>386.42</FONT>,11326.9<BR>7327,Open
Long,24/10/01,53.05,11326.9,30/10/01,<FONT
color=#ff0000>386.42</FONT>,82506.2</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>the last trade is open ( no stop active
stop) but the system tester takes the last sellprice and not the last close (
it is 49.52) of the data.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>2/when you apply the system on a
chart:</FONT></DIV>
<DIV><FONT face=Arial size=2>the blue line is the target</FONT></DIV>
<DIV><FONT face=Arial size=2>the red line is the stoploss</FONT></DIV>
<DIV><FONT face=Arial size=2>the white line is the sellprice</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><IMG alt="" hspace=0 src="cid:007901c16569$1fbaecc0$0100007f@xxxxx";
align=baseline border=0></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>3/if I change the sellprice to close , the bug
disappears.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>4/Perhaps it will be better to do not take in
account a trade when it is not finished ( open trade).</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Stephane</FONT></DIV></BLOCKQUOTE></BODY></HTML>
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