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Gordon,
Depending on your buy conditions, you might still get buy signals
even when in a trade.
Check out the ExRem, ExRemSpan, and Equity(1) functions to get around
this.
HB
--- In amibroker@xxxxxxxxxxxxxxx, "gordonwrose" <amibroker@xxxx>
wrote:
> 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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