|
PureBytes Links
Trading Reference Links
|
I am sorry to insist but,
Please someone could verify and check the applystoptypetrailing on
^SPX
and compare the value of the stop on the chart with the value on the
backtest report on 200 last bars ( minors difference every time)
Title=Name() + " ApplyStopTypeTrailing" ;
Buy= DayOfWeek()==5;
BuyPrice= Open ;
Sell=0;
Amount=2*ATR(10);
ApplyStop (stopTypeTrailing, stopModePoint,Amount ,True,False) ;
Plot(Close,"close",colorBlack,64);
Equity(1);
PlotShapes(IIf(Buy,
shapeUpArrow,shapeNone),colorGreen,0,L,-10);
PlotShapes(IIf(Sell,
shapeDownArrow,shapeNone),colorRed,0,H,-10);
Plot(HighestSince(Buy,H-Amount),"",colorBlue,1);
for example the trade begin 08/08/03 and finished 26/08/03 ( Low <
trailingprice,no gap on open)
the Exprice on backtest report is 984.0225
the value of the trailing price is 987.725
IS THERE A SECRET ALGORYTHM to adjust the Exprice??
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|