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Thanks for your reply, I use Yahoo historical data
but I have found where was the problem
the trailingprice is highestsince(buy, H) - valuewhen(Buy, AMOUNT)
and Not
highestsince(buy, H - Amount)
Stephane
> 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
>
> ----- Original Message -----
> From: Stephane Carrasset
> To: 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
> ^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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