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Hello,
you might want to try optimizing your stops with something like this:
LPos = Flip(Buy,Sell);
SPos = Flip(Short,Cover);
MXL = Optimize("LMaxLossStop",10,0,15,0.5);
MXS = Optimize("SMaxLossStop",10,0,15,0.5);
ML = IIf(LPos,MXL,IIf(SPos,MXS,0));
ApplyStop(0,1,ML,1);
Best regards,
Herman.
> -----Original Message-----
> From: bvandyke [mailto:bvandyke@x...]
> Sent: 23 October, 2002 7:33 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Stops
>
>
> Hello all,
>
> I'd never really paid much attention to Stops, but in light of recent
> discussion of them and money management, i tried an experiment.
>
> I tested the T3 System in the AFL Library on the QQQ using LONGS
> only, as that is the way i trade. Like Herman has stated, i also have
> found the T3 system useful. The results of the system with different
> Stops is below:
>
> QQQ-Using T3 System in AFL Library
> Longs Only; $10,000 invested; $10 Commission.
> Time period = 4/1/99 thru 10/23/02
>
> 1)No Stop Total Equity = $13,589
> 2)Profit Target 10% Stop, Total Equity = $18,039
> 3)Trailing Stop 10%, Total Equity =$3,860
> 4)Maximum Loss Stop 10%, Total Equity =$6,045.
>
> I found it interesting and may explore it further since it does seem
> that with some securities Stops may improve performance.
>
> Bill
>
>
>
>
>
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