|
PureBytes Links
Trading Reference Links
|
Thank
you. I got it.
<SPAN
class=567002105-09012004>paul.
<FONT
face=Tahoma size=2>-----Original Message-----From: Al Venosa
[mailto:advenosa@xxxxxxxxxxxx] Sent: Thursday, 8 January 2004 6:13
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
applystop
Paul:
1. Yes, different stops are executed independently of others. You may
have a profit target stop, a max stoploss, and a trailing stop all at the
same time. Whichever one gets triggered first is the one that is
executed.
2. If you set the parameter volatile=false, then it is based and fixed to
the highest high since trade initiation (or lowest low if short) and will not
go lower regardless of whether or not the close is lower today than yesterday
(opposite for shorts). However, if you set volatile = true, then you are
allowing the volatility to change daily, in which case it is possible (I
think) for the trailing stop to go lower than a previous value if the ATR
suddenly increases. TJ may correct me if I am wrong.
Regards,
Al Venosa
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=paultsho@xxxxxxxxxxxx
href="">paultsho
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, January 06, 2004 7:50
PM
Subject: [amibroker] applystop
Hi Some helps please with applystop(), Can't seem to find
it in any manual1.can you have more than 1 applystop statement in
your backtesting code. Does one statement override the other. For
example, i would like to have one profit stop, and one trailing
stop.2. if you specify a trailing stop, say 2*ATR, does it automatically
know that stop line is not dropped even Close might be lower than
the previous day.CheerspaulSend
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:<A
href="">http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:<A
href="">amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
<BLOCKQUOTE
><FONT
face="Courier New">---Outgoing mail is certified Virus
Free.Checked by AVG anti-virus system (<A
href="">http://www.grisoft.com).Version:
6.0.552 / Virus Database: 344 - Release Date:
12/15/2003Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:<A
href="">http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:<A
href="">amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
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
Yahoo! Groups Sponsor
ADVERTISEMENT
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|