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Daniel,
Yes, what you have is a 'moving' stop as opposed to a 'trailing' stop.
See message # 50371 for example of 'trailing' stop logic. (The
variable 'SLlevel' is equivilent to your variable 'Delta'.
I really wish Tomasz would implement this metholodogy into the
ApplyStop toolchest.
Regards,
Phsst
--- In amibroker@xxxxxxxxxxxxxxx, "danielwardadams"
<danielwardadams@xxxx> wrote:
> 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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