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I'm in need of some help with a backtest here. I'm able to get my
profit stops to kick in no problem, but for some reason my stop loss
doesn't work properly- the results are all over the map!
Graham has been helping me a lot with this the past week (thanks
bud!) but I'm starting to feel bad about taking up so much of his
time and no matter how much I tinker with this, it won't work.
Here's my code with all my buy criteria (one through ten) not
included as they're really not relevant anyway)
***************************************
SetTradeDelays(0,0,0,0);
SetOption("ActivateStopsImmediately",1);
SetOption("AllowSameBarExit",1);
BuySig = One AND two AND three AND four AND five AND six AND seven
AND eight AND nine AND ten;
Buy = Ref (buysig, -1) AND High > ( Ref (High, -2) + 0.03 ) ;
BuyPrice = ValueWhen (BuySig, Ref (High, -1) + 0.03 ) ;
// might also need alternative BuyPrice if the Low of the Day is
greater than the High,-2
StopLoss = ValueWhen( BuySig, Ref( Low, -2 ) - 0.01 ); //Low of
three days before buy minus 0.01 I THINK THIS IS WHERE THE PROBLEM
IS!!
Exit1 = ApplyStop (stopTypeLoss, stopModePoint, StopLoss, True,
True); //Stop loss based on low of 3 days prior to stock purchase
Exit2 = ApplyStop (stopTypeProfit, stopModePercent, 6,
True) ; //Profit target of 6% activated immediately
Sell = Cross (Exit1, Low) OR Cross (Exit2, High);
Buy = ExRem( Buy, Sell );
Thanks in advance everyone!
Chris
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