|
PureBytes Links
Trading Reference Links
|
Hello Stephane,
1. Yes you can use multiple ApplyStop calls to define many kind
of stops (max loss, profit target and trailing stop) and they will be
checked and executed simultaneously.
2. Yes the buyprice for the first buy is kept during the trade, regardless
of extra signals that maight be generated since the entry.
3. Yes it will be possible, when position size is available from AFL (v 3.9)
4. Yes.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Stephane Carrasset" <nenapacwanfr@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, November 04, 2001 11:08 PM
Subject: [amibroker] Applystop & moneymanagement
> Tz or all,
> I am really happy that the Applystop take care of the open.
>
> 1/the Applystop can be use in a same Long trading system in two
> directions:
> profit ( or target) and stoploss
> Example:
>
> /***********Buy& Sell Signals**************/
> Buy= Cross( Close, MA( Close, 20 ) );
> Sell= Cross( MA( Close, 50 ), Close );
>
> /*Profit ApplyStop*/
> ApplyStop( 1, 1,
> Optimize( "min. Profit stop level", 4, 2, 10, 1 ), 1 );
> /*Loss ApplyStop*/
> ApplyStop( 0, 1,
> Optimize( "max. loss stop level", 4, 2, 10, 1 ), 1 );
>
> 2/Do the ApplyStop keep the same value during all the trade ?
> I think yes, just to confirm.
> example
> day0: buysignal
> day3: buysignal
> day5: buysignal
> the applystop take the buysignal at day0 and keep the same value
> during all the trade.the buysignal at day3 and day5 are not taken.
>
> 3/In this case ( yes at question 2)
> The applystop could be used for a money management for a % Fixed Risk:
> Example:
> The position size is computed from your entry price and apply stop
> value. For example if your entry price is $10 and your apply stop is
> $9 and you have a fixed dollar risk of $500 ( 2% of Capital of
> 50000),then you calculate your position size as follows:
>
> Number of shares = int(500/(10-9))*10 = 500*10 = 5000
>
> 4/Tz
> Do you think it will be possible in next realease of system tester
>
> Thanks
>
> Stephane
>
>
>
>
>
>
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
|