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Tomacz,
I am bugged with buyprice & sellprice on stop
or the system tester doesn't love me.
1/for me a system with stop is :
a buy = binary peak ( 0 or 1)
a sell= binary peak ( 0 or 1)
a buyprice= a price between the H and low when the buy ==1
a sellprice= a price between the h and the low when the sell ==1
2/ so if I take
Buy= N;
Sell= Xb ;
BuyPrice= C;
SellPrice= C;
the results are correct
if I change to
Buy= N;
Sell= Xb ;
BuyPrice= Np;
SellPrice= Xp;
where Np and Xp are the value of a stop, the results are wrong, even
sometimes the buy&hold is wrong
3/youdon't believe me??
try to plot the buyprice & sellprice , they gives correct value on a
chart
try to test the system, that doen't work.
MaxGraph=14;
chtop = Ref( HHV( High, 20), -1 );
chbot = Ref( LLV( Low, 10 ), -1 );
Setup=OBV()>MA(OBV(),30) ;
N= Ref(setup,-1) AND H>(Chtop*1.005) ;
N= Hold(N ==0,2) AND N;
Np= ValueWhen(N,(Chtop*1.005),1);
/****************Stop Profit****************/
Pct=5;
Spp=ValueWhen(N,Np*(1+(Pct/100)));
Sp= H>spp AND BarsSince(N)!=0;
Sp=Hold(Sp==0,2) AND Sp;
/****************Stop Loss******************/
PerSl= 0.99; /* Optimize("Pct",0.99,0.975,0.995,0.005); */
Slp= ValueWhen(N,LLV(L,5))*PerSl;
Sl= L<Slp AND BarsSince(N)!=0;
Sl= Hold(Sl==0,2) AND Sl;
/************Stop******************/
Stop= Sp OR Sl;
Xb= ExRem(Stop,N);
/**************Define Stops Price*********/
Spp=IIf(Xb,IIf(O>= Spp ,O,
IIf(H> Spp , Spp ,0)),0);
Slp=IIf(Xb,IIf(O<= Slp ,O,
IIf(L< Slp, Slp ,0)),0);
Xp=
IIf(Xb,IIf(Spp>0,Spp,IIf(Slp>0,Slp,0)),Close);
Xp=ValueWhen(Xb,Xp);
/***********Buy& Sell Signals**************/
Buy= N;
Sell= Xb ;
BuyPrice= Np;
SellPrice= Xp;
/****************Graph****************/
Graph0=Close;
Graph0Style=64;
Graph0BarColor = IIf( Buy, 6, IIf(Sell , 4 , 1 ));
Graph3=np;
Graph3Style=1;
Graph3BarColor =5;
Graph4=xp;
Graph4Style=1;
Graph4BarColor =6;
/**end**************/
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