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I agree with you I was never fully satisfied with the applystop,
espec. with trailingstop, reason why I have written my own applystop
I can share the c++ code I think you can easily write it with loops
in afl.
stephane
<danielwardadams@xxxx> wrote:
> 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.
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