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Hi HB,
Thanks. So, just to confirm -- does exrem apply to Buy and Sell only?
Those are the example uses in the documentation. Probably doesn't
matter, since then I would just use Buy instead of BuySetup in the
sell rules, and apply exrem to buy. Very cool.
Gordon
--- In amibroker@xxxxxxxxxxxxxxx, "hmab1" <hossamb@xxxx> wrote:
>
> 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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