|
PureBytes Links
Trading Reference Links
|
Phsst & Stephane,
I agree with the suggestion about the "authoritative post" by someone
who really understands how ApplyStop is supposed to work. Ideally,
the description would be accompanied with diagrams showing the exact
actions taken for several different examples (ala page 97 in the AB
User's Guide).
Thoroughly understanding this is necessary if I'm going to be able to
apply AB to any of my trading systems.
Dan
--- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> 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.
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
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 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:
http://docs.yahoo.com/info/terms/
|