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Stephane, b, Phsst:
I'm not 100% certain, but I think the following is giving me the
results I want for backtesting:
Delta = .10 ; // Just an example.
SellStop=Ref(Low,-1)-Delta ;
Sell = Low < SellStop ;
SellPrice = SellStop ;
I didn't know about modifying the selling price via SellPrice before
so I was always getting the low of the wrong day.
This, of course, requires me to manually move my stop after the close
every day. Therefore, it is a "Moving Stop" as opposed to Trailing
Stop or Safety Stop.
Dan
--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
<nenapacwanfr@xxxx> wrote:
> I don't think,
> because in your case , it is not a trailing and you don't remove
new
> buy signal ( as applystop )
>
>
> stephane
> b <b519b@xxxx> wrote:
> > I think you can do it without ApplyStop:
> >
> > sell = L < LLV(L,Barssince(Buy)) - offset;
> >
> > b
> >
> >
> >
> >
> > --- danielwardadams <danielwardadams@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.
> > >
> > >
> > >
> > >
> >
> >
> > __________________________________
> > Do you Yahoo!?
> > Yahoo! Mail SpamGuard - Read only the mail you want.
> > http://antispam.yahoo.com/tools
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