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Fred,
I'm not aware of anyt
Activate Stops immediately is set.
Allow same bar exit is not.
Reverse entry signal forces exit is set.
And Apply stop is defined as:
ApplyStop(Optimize( "Type", 1, 1, 1, 1 ),Optimize( "Mode", 1,1, 1,
1 ),Optimize( "Amount", 0, 0, 0, 1 ),1,1);
Otherwise, entry is delayed 1 to open and exits are same day close.
Any ideas?
Thanks,
Stewart
----- Original Message -----
From: "Fred" <fctonetti@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, April 19, 2003 6:45 PM
Subject: [amibroker] Re: Help - Unrealistic Results
> Stewart,
>
> I would look closely at the individual trades. I can't tell exactly
> what's happening because I can't see the boxes you've checked on the
> AA, settings, general page but what you might find is that you are
> closing trades at prices not possible. Depending on which boxes are
> checked there I get wildly differing results. Which ones do you have
> checked. I hope this provides at least a clue of where to look.
>
> Fred
>
> --- In amibroker@xxxxxxxxxxxxxxx, Stewart <stewart@xxxx> wrote:
> > this doesn't look unrealistic?
> >
> >
> > ----- Original Message -----
> > From: "nkis22" <nkishor@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Saturday, April 19, 2003 4:31 PM
> > Subject: [amibroker] Re: Help - Unrealistic Results
> >
> >
> > > Results are very poor on DOW30 from Jan 02 till now, so I don't
> > > see the problem. Tested both weekly and daily bars
> > > nand
> > >
> > >
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, Stewart <stewart@xxxx> wrote:
> > > > Hi All,
> > > >
> > > > I was experimenting with a system, similiar to the one below.
> I'm
> > > getting very unrealistic results, and I can't figure out why.
> > > > I don't believe the system is forward looking, does anyone else
> > > have an idea?
> > > > Thanks,
> > > >
> > > > Stewart
> > > >
> > > > System:
> > > >
> > > > Buy = C > Ref(C,-1) ;
> > > >
> > > > Sell= C < Ref(C,-1) ;
> > > >
> > > > Short= C < Ref(C,-1) ;
> > > >
> > > > Cover = C > Ref(C,-1);
> > > >
> > > > ApplyStop(Optimize( "Type", 1, 0, 3, 1 ),Optimize( "Mode", 1,0,
> 1,
> > > 1 ) ,Optimize( "Amount", 0, 0, 3, 1 ),1,1);
> > > >
> > > > Equity(1);
> > > >
> > > >
> > > >
> > > > The system settings are:
> > > >
> > > > Settings
> > > >
> > > > Initial Equity: 10000 Periodicity/Positions: Daily/Long
> > > Short
> > > > Commissions: 0.01 per share Annual interest rate: 5.00%
> > > > Range: 99 days Apply to: Filter
> > > > Include Filter Exclude Filter
> > > > Market - Market -
> > > > Group - Group Indicies
> > > > Sector - Sector -
> > > > Industry - Industry -
> > > > Watch list Main Universe Watch list -
> > > > Index - Index Yes
> > > > Favourite - Favourite -
> > > > Margin requirement: 75 Futures mode: No
> > > > Def. round lot size: 1 Def. Tick Size 1
> > > > Drawdowns based on: Close prices
> > > > Long trades
> > > > Buy price: Open Sell price: Close
> > > > Buy delay: 1 Sell delay: 0
> > > > Short trades
> > > > Short price: Open Cover price: Close
> > > > Short delay: 1 Cover delay: 0
> > > > Stops
> > > > Maximum loss: disabled Profit target: disabled
> > > > Value: 15.00 Value: 0.00
> > > > Exit at stop? yes Exit at stop? no
> > > >
> > > > Trailing stop: disabled
> > > > Value: 10.00
> > > > Exit at stop? yes
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> > >
> > >
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
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