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Nothing complicated.
In the market I trade, the minimum movement is 1.
When I buy at 144.00 with 5% Loss Stop, I'd like to exit at 137.00, not
136.80.
That's all I'm asking.
version 3.80.4
sincerely,
On Fri, 30 Nov 2001 20:41:45 +0100
"Tomasz Janeczko" <amibroker@xxxx> wrote:
amibroker> Hello,
amibroker>
amibroker> Could you please send me more details:
amibroker> the ticker name, back test report with entry/exit prices,
amibroker> AmiBroker version number?
amibroker>
amibroker> Best regards,
amibroker> Tomasz Janeczko
amibroker> ===============
amibroker> AmiBroker - the comprehensive share manager.
amibroker> http://www.amibroker.com
amibroker>
amibroker>
amibroker> ----- Original Message -----
amibroker> From: "ysk" <yskato@xxxx>
amibroker> To: <amibroker@xxxxxxxxxxxxxxx>
amibroker> Sent: Friday, November 30, 2001 4:58 PM
amibroker> Subject: [amibroker] ApplyStop
amibroker>
amibroker>
amibroker> >
amibroker> > When I use ApplyStop to enable % Loss Stop, AB often exits at an
amibroker> > untradable price.
amibroker> >
amibroker> > Is there a way to go around this problem?
amibroker> >
amibroker> > Is it possible for you to add "minimum movement" as another argument to
amibroker> > ApplyStop as in ApplyStop( type, mode, amount, exitatstop, minmove)?
amibroker> >
amibroker> > Easier way?
amibroker> >
amibroker> > sincerely,
amibroker> >
amibroker> >
amibroker> >
amibroker> >
amibroker> > Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
amibroker> >
amibroker> >
amibroker> >
amibroker>
amibroker>
amibroker>
amibroker>
amibroker>
amibroker> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
amibroker>
--
Kato, Yoshiaki <yskato@xxxx>
Title: AmiBroker System Test Report
Settings
Initial Equity:
10000000
Periodicity/Positions:
Daily/Long
Commissions:
0.00 %
Annual interest rate:
0.00%
Long trades
Buy price:
Open
Sell price:
Open
Buy delay:
1
Sell delay:
1
Short trades
Short price:
Open
Cover price:
Open
Short delay:
1
Cover delay:
1
Stops
Maximum loss:
disabled
Profit target:
disabled
Value:
0.00
Value:
0.00
Exit at stop?
no
Exit at stop?
no
FormulaBuy = DateNum() == 1010824;
Sell = 0;
ApplyStop( 0, 1, 5, 1 );
Buy = ExRem(Buy, Sell);
Overall performance summary
Total net profit:
-499999.79
Total commissions paid:
0.00
Return on account:
-5.00 %
Open position gain/loss
0.00
Buy&Hold profit:
-138888.89
Bars (avg. days) in test:
4865 (6898)
Buy&Hold % return:
-1.39%
System to Buy&Hold index:
-260.00%
Annual system % return:
-0.27%
Annual B&H % return:
-0.07%
System drawdown:
-694444.44
B&H drawdown:
-2291666.67
Max. system drawdown:
-763888.89
B&H max. drawdown:
-138125000.00
Max. system % drawdown:
-7.59%
B&H max. % drawdown:
-94.71%
Max. trade drawdown:
-763888.89
Max. trade % drawdown:
-7.59%
Trade drawdown:
-694444.44
Total number of trades:
1
Percent profitable:
0.0%
Number winning trades:
0
Number losing trades:
1
Profit of winners:
0.00
Loss of losers:
-499999.79
Total # of bars in winners:
0
Total # of bars in losers:
8
Commissions paid in winners:
0.00
Commissions paid in losers:
0.00
Largest winning trade:
0.00
Largest losing trade:
-499999.79
# of bars in largest winner:
0
# bars in largest loser:
8
Commission paid in largest winner:
0.00
Commission paid in largest loser:
0.00
Average winning trade:
N/A
Average losing trade:
-499999.79
Avg. # of bars in winners:
N/A
Avg. # bars in losers:
8.0
Avg. commission paid in winner:
N/A
Avg. commission paid in loser:
0.00
Max consec. winners:
0
Max consec. losers:
1
Bars out of the market:
4857
Interest earned:
0.00
Exposure:
0.2%
Risk adjusted ann. return:
-164.83%
Ratio avg win/avg loss:
1.#R
Avg. trade (win & loss):
-499999.79
Profit factor:
0.00
Performance for 1301
Total net profit:
-499999.79
Total commissions paid:
0.00
Return on account:
-5.00 %
Open position gain/loss
0.00
Buy&Hold profit:
-138888.89
Bars (days) in test:
4865 (6898)
Buy&Hold % return:
-1.39%
System to Buy&Hold index:
-260.00%
Annual system % return:
-0.27%
Annual B&H % return:
-0.07%
System drawdown:
-694444.44
B&H drawdown:
-2291666.67
Max. system drawdown:
-763888.89
B&H max. drawdown:
-138125000.00
Max. system % drawdown:
-7.59%
B&H max. % drawdown:
-94.71%
Max. trade drawdown:
-763888.89
Max. trade % drawdown:
-7.59%
Trade drawdown:
-694444.44
Total number of trades:
1
Percent profitable:
0.0%
Number winning trades:
0
Number losing trades:
1
Profit of winners:
0.00
Loss of losers:
-499999.79
Total # of bars in winners:
0
Total # of bars in losers:
8
Commissions paid in winners:
0.00
Commissions paid in losers:
0.00
Largest winning trade:
0.00
Largest losing trade:
-499999.79
# of bars in largest winner:
0
# bars in largest loser:
8
Commission paid in largest winner:
0.00
Commission paid in largest loser:
0.00
Average winning trade:
N/A
Average losing trade:
-499999.79
Avg. # of bars in winners:
N/A
Avg. # bars in losers:
8.0
Avg. commission paid in winner:
N/A
Avg. commission paid in loser:
0.00
Max consec. winners:
0
Max consec. losers:
1
Bars out of the market:
4857
Interest earned:
0.00
Exposure:
0.2%
Risk adjusted ann. return:
-164.83%
Ratio avg win/avg loss:
1.#R
Avg. trade (win & loss):
-499999.79
Profit factor:
0.00
Trade list for 1301
Trade
Entry date
Entry price
Exit date
Exit price
Net Profit
Equity value
Long (stop)
2001/08/27
144.0000
2001/09/05
136.8000
-499999.7881
9500000.2119
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