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<SPAN
class=026340814-04102003>hmmm. I can't actually run this without formulas for
your variables one, two, three etc.
<SPAN
class=026340814-04102003>
<SPAN
class=026340814-04102003>by a dummy sell signal, I assume you mean sell = 0;,
yes? that won't sell ever, letting your stops do all the
work.<SPAN
class=026340814-04102003>
<SPAN
class=026340814-04102003>
<SPAN
class=026340814-04102003>are the sells taking place on the days you think they
should be, but with wrong prices, or are the exits not happening at your
intended times at all?
<SPAN
class=026340814-04102003>
<SPAN
class=026340814-04102003>what kind of wrong are the sell prices? can you match
them up to open, close, high, low, or avg prices on the sell days, or some
day near there? have you done an explore that shows SellPrice? any
surprises in there? anything that matches the backtest sell
prices?
<SPAN
class=026340814-04102003>
<SPAN
class=026340814-04102003>just fishing, but hth,
<SPAN
class=026340814-04102003>
<SPAN
class=026340814-04102003>dave
<BLOCKQUOTE
>Thanks
Dave. I see what you mean. However if I am to set profit and
stop loss targets with Applystop, how do I implement the Sell command
since the Backtester won't let me run a scan without it.I did run the
scan through with a dummy Sell signal and still got incorrect numbers for
sell prices. I've tried rewording the code and running it through a
simple Explore and it seems to work fine.Here's the latest
formula. Maybe someone can run it through a backtest themselves to
see where I'm wrong. The person who soles this will have my
everlasting
gratitude!!!*******************************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,-2StopLoss = ValueWhen( BuySig, Ref( Low, -2 ) - 0.01 );
//Low of three days before buy minus 0.01ApplyStop (stopTypeLoss,
stopModePoint, StopLoss, True, True); //Stop loss based on low of 3 days
prior to stock purchaseApplyStop (stopTypeProfit, stopModePercent, 6,
True) ; //Profit target of 6% activated immediatelySell = RSI (9)
>
500;*****************************************TIA,Chris---
In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:> I think you're misunderstanding ApplyStop. simply calling
ApplyStop puts a> rule in place that the backtester will use from
there on out. it doesn't> return a value that you later have to
manually exit with, using a 'sell => something' statement like you
have.> > all you need is>
> ApplyStop([parameters])> >
that's it.> > dave> 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!> ChrisSend
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