RE: [amibroker] Volatile trailing Applystop (for Ted)

["Lionel Issen" <lissen@xxxxxxxxxxxxxx>]

<FONT face=Arial 
size=2>Chuck:
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Thanks for your 
clarification.  I didn't feel comfortable with the 
formulation>
<FONT face=Arial 
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<FONT face=Arial 
size=2>Lionel
 
 
 

<FONT face=Tahoma 
size=2>-----Original Message-----From: Chuck Rademacher 
[mailto:chuck_rademacher@xxxxxxxxxx] Sent: Tuesday, March 25, 2003 
5:21 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: 
[amibroker] Volatile trailing Applystop (for Ted)
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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<BLOCKQUOTE 
>
  <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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