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Hi Herman,
Maybe this will help. I style my backtests along the following:
BuySetup = conditions...
// -- We buy on the day following the buy setup
Buy = BarsSince(BuySetup) == 1 and conditions...
// --- Here we have two reasons to sell -- a profit
// stop and a stop loss
SellRule01 = H >= 1.1 * ValueWhen(BuySetup, C, 1);
SellRule02 = L < Ref(L, -1);
Sell = SellRule01 or SellRule02;
// -- We base the sell price on which sell rule kicked in
SellPrice=iif(SellRule01, 1.1 * ValueWhen(BuySetup, C, 1), Ref(L, -
1));
This seems to work and to give me the flexibility I want. You can
string together iif statements. What you're looking at in SellRule01
is the most recent buysetup -- I have been meaning to confirm with
Tomasz that AB does not calculate new buysetups if you are already in
trade.
Gordon
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> The ApplyStop() is giving me a hard time, can somebody tell if it is
> possible to set it up to exit at a profit based on the Close from
the day
> before the trade was entered?
>
> For example: i get a signal today and want to calculate the profit
target
> based on today's Close, say, if the Close was $20 today, i enter the
> position tomorrow, then i want it to close whenever the price
exceeds 10%
> above today's Close, i.e. $22. I do not want the profit calculated
from the
> entry price or any price during the trade.
>
> many thanks for any help you can give,
> Herman.
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