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Tomacz,
Perfect.
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@xxxx>
> 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/
> >
> >
> >
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