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Stephane,
Could it be that AB cannot "know" the value of the stop on
the sell date and therefor uses the prior day value of
the stop to execute the sell?
Just a guess.
Regards
Tony
--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
<nenapacwanfr@xxxx> wrote:
> 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??
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