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This
isn't really a "volatility" stop. You are simply running a 75 cent stop
from the extreme of the move. But, I'm sure you knew that
already.
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The
fact that you are using "true" in the statement means that your trade will be
exited at your stop price (forgetting about opening gaps) intraday. So,
your "exit at open prices" is meaningless.
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<FONT face="Times New Roman"
size=2>-----Original Message-----From: Ted Chmilar
[mailto:tchmilar@xxxxxxx]Sent: Tuesday, March 25, 2003 4:46
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Volatile trailing Applystop
Tomasz,
Is this type of volatile trailing stop
predictable for longs and shorts?
Stop=.75;
ApplyStop(stopTypeTrailing,
stopModePoint, Stop, True,
True);
It seems to be predictable for longs where it
uses the high of the Sell for its basis of calculation. For shorts, I can't
seem to figure it out. I used set trade delays to 0 using Open
prices.
Ted
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