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hello,
two days to understand that the trailing stop in this mode
ApplyStop (stopTypeTrailing, stopModePoint, 2*ATR(10) ,True,False) ;
is....
Plot(HighestSince(Buy,H)-ValueWhen(Buy,2*ATR(10)),"",colorBlue,1);
I stay with my Rem.dll
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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