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Stephane,
I've spent a lot of time over the past year trying to understand the
ApplyStop(stopTypeTrailing... functionality and have been
frustrated everytime I've tried to apply it... and I've seen posts
from those who seem to understand how it is applied in AFL... and then
I've seen frustration from others who simply don't get it.
Frankly, I took your example.... cleaned up the syntax
"stopTypeTrailing' and the did the appropriate backtests compared to
my on low-level loopling trailing stop loss logic, and still cannot
make sense of the afl ApplyStop(stopTypeTrailing... logic.
What I can say for a fact is that I have adapted a low-level loop to
do this function properly, but what I can also say is that it makes no
sense to me exactly what the ApplyStop(stopTypeTrailing... function is
actually doing?
What I would like to see is an authoratative post from someone with
expertiese on ApplyStop functionality as to how it the
stopTypeTrailing funcitonality really works...
TIA... Phsst
--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
<nenapacwanfr@xxxx> wrote:
> have you tried
> ApplyStop( stopTypetrail, stopModePoint, BuyPrice - Ref( Low, -1 ) ,
> True );
> if it is not your wish, try rem.dll in 3rd party
>
>
> stephane
>
> <danie
lwardadams@xxxx> wrote:
> > I'm having problems with something I suspect is very simple. I want
> > to backtest by (manually) changing my stop to be some offset from
> the
> > previous day's low (trading long only). So, it's not trailing by
> some
> > offset off the current high. Also, it's not a safety stop set as a
> > function of the entry price.
> >
> > I've tried about every every combination of ApplyStop parameters
> and
> > can't seem to achieve the result I want.
> >
> > If I try to implement it as an intraday sell rule, how do I
> reference
> > intraday current prices on a daily backtest?
> >
> > Like I say, I suspect it's simple.
> >
> > TIA.
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