Re: [amibroker] Re: Applystop are always for me on the dark side....

["john gibb" <jgibb1@xxxxxxxxxxxxx>]

Hi Stephane,
 
With AB 4.43.2 and Yahoo EOD data, the closest 
Backtest date I show to the date of the trade you mention is 08/11/03 with a 
price of 977.5900 and an Ex date of 08/26/03 and Ex Price of 
984.713.
 
And when I right click on that trade and 
select 'Show current trade arrows", I get, on the 'main' chart, a green up-arrow 
on 08/11/03 and a red down-arrow on 08/26/03. Each of these arrows appear 1 day 
after the corresponding arrows on your indicator.
 
So, I guess our data source and/or settings(see 
mine below) must differ.
 
What data source do you use? 
 
hope this helps
 
-john


  
  
    Initial Equity:
    50000
    
    Periodicity/Positions: 
    Daily/Long 
  
    Commissions:
    0.00 %
    
    Annual interest rate:
    0.00%
  
    Range:
    199 days
    
    Apply to:
    Current Symbol
  
    Margin requirement:
    100
    
    Futures mode:
    No
  
    Def. round lot size:
    100
    
    Def. Tick Size
    0
  
    Drawdowns based on:
    Open prices
    
     
     
  
    Long trades
  
    Buy price:
    Open
    
    Sell price: 
    Open
  
    Buy delay:
    1
    
    Sell delay: 
    1
  
    Short trades
  
    Short price:
    Open
    
    Cover price: 
    Open
  
    Short delay:
    1
    
    Cover delay: 
    1
  
    Stops
  
    Maximum loss:
    disabled
    
    Profit target: 
    disabled
  
    Value:
    0.00
    
    Value: 
    0.00
  
    Exit at stop?
    no
    
    Exit at stop? 
    no
  
     
  
    Trailing stop:
    disabled
    
      
     
  
    Value:
    0.00
    
      
     
  
    Exit at stop?
    no
    
     
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Stephane 
  Carrasset 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, October 06, 2003 12:25 
  PM
  Subject: [amibroker] Re: Applystop are 
  always for me on the dark side....
  I am sorry to insist but,Please someone could verify 
  and check the applystoptypetrailing on ^SPXand 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 
  984.0225the value of the trailing price is 987.725IS THERE A 
  SECRET ALGORYTHM to adjust the Exprice??Send 
  BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
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