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Hermann,
if I understand you, the applystops are not executed with minutes
Bars.
Hum? I don't like applystop except for backtesting futures ( the
amount of stops in point is easy to write).
I copy a winning system on the S&P ( winning on the paper,and
backtest from 02/01 to 09/03), and the applystop are executed
correctly. I don't trade the S&P future.
the settings are
commission: 5/contracts
future mode : check
active stop immediately:check
allow same bar exit:check
stephane
//Title="AAZ long Applystop";
Tradezone = (TimeNum() >= 200500 AND TimeNum() < 214000);
Horaire = (TimeNum() >= 163000 AND TimeNum() < 200500);
PicHoraire= Hold(Horaire==0,2) AND Horaire;
Hiday= HHV(H,BarsSince(pichoraire));
LoDay= LLV(L,BarsSince(pichoraire));
Hiday= HHV(H,BarsSince(pichoraire));
LoDay= LLV(L,BarsSince(pichoraire));
Buystop=Ref(Hiday + 1.5,-1);
Plot(Buystop,"",colorGreen,1);
Sellstop=Ref(LoDay - 1.5,-1);
Plot(Sellstop,"",colorGreen,1);
Buy = H>=Buystop AND Tradezone;
Buy=Hold(Buy==0,2) AND Buy AND Tradezone ;
Stoploss= 16 ;
Trailstop= 32 ; //O-63;
Target= 20;
Sell= TimeNum() >220500;
BuyPrice=Buystop;
ApplyStop (stopTypeProfit, stopModePoint,
Target ,exitatstop=True,volatile=False,ReEntryDelay=1) ;
ApplyStop (stopTypeLoss, stopModePoint, StopLoss,
exitatstop=True,volatile=False,ReEntryDelay=1) ;
ApplyStop (stopTypeTrailing, stopModePoint, Trailstop,
exitatstop=True,volatile=False,reentrydelay=1) ;
/* le mode de calcul du trailing est # de Rem.dll il est fonction de
highest H - valuewhen(Buy,value point)*/
Equity(1,0);
Plot(Close,"close",IIf( Buy, colorGreen, IIf(Sell ,
colorRed ,1 )),64);
Plot(ValueWhen(Buy,BuyPrice),"BuyPrice",colorWhite,1);
Plot(ValueWhen(Sell,SellPrice),"SellPrice",colorYellow,1);
PlotShapes(IIf(Buy,
shapeUpArrow,shapeNone),colorGreen,0,C,-20);
PlotShapes(IIf(Sell,
shapeDownArrow,shapeNone),colorRed,0,H,-20);
Plot(ValueWhen(Buy,BuyPrice-StopLoss),"StopLoss",colorRed,1);
Plot(HighestSince(Buy, H - ValueWhen
(Buy,TrailStop)),"Trailing",colorGreen,1);
Plot(ValueWhen(Buy,BuyPrice+Target),"Target",colorBlue,1);
GraphXSpace=1;
Title="AAZ short Applystop";
Sellstop=Ref(LoDay - 1.5,-1);
Plot(Sellstop,"",colorGreen,1);
Short = L<=Sellstop AND Tradezone;
Short=Hold(Short==0,2) AND Short AND Tradezone ;
Stoploss= 16 ;
Trailstop= 32 ; //O-63;
Target= 20;
Cover= TimeNum() >220500;
ShortPrice=SellStop;
ApplyStop (stopTypeProfit, stopModePoint,
Target ,exitatstop=True,volatile=False,ReEntryDelay=1) ;
ApplyStop (stopTypeLoss, stopModePoint, StopLoss,
exitatstop=True,volatile=False,ReEntryDelay=1) ;
ApplyStop (stopTypeTrailing, stopModePoint, Trailstop,
exitatstop=True,volatile=False,reentrydelay=1) ;
Equity(1,0);
Plot(Close,"Close",IIf( Short, colorGreen, IIf(Cover ,
colorRed ,1 )),64);
Plot(ValueWhen(Short,ShortPrice),"ShortPrice",colorWhite,1);
Plot(ValueWhen(Cover,CoverPrice),"CoverPrice",colorYellow,1);
PlotShapes(IIf(Short,
shapeDownArrow,shapeNone),colorBlue,0,C,-10);
PlotShapes(IIf(Cover,
shapeUpArrow,shapeNone),colorYellow,0,C,-10);
Plot(ValueWhen(Short,ShortPrice+StopLoss),"StopLoss",colorRed,1);
Plot(LowestSince(Short, L + ValueWhen
(Short,TrailStop)),"Trailing",colorGreen,1);
Plot(ValueWhen(Short,ShortPrice-Target),"Target",colorBlue,1);
GraphXSpace=1;
SetOption("InitialEquity", 20000 );
MarginDeposit = 1500;
RoundLotSize = 1;
PointValue = 50;
NumContracts = 100;
PositionSize = Min((NumContracts * MarginDeposit),Equity());
<psytek@xxxx> wrote:
> hello stephane,
>
> my entries are at the open, the signal last only one minute (093000-
093100)
> my exits are supposed to be real time and are independent from the
entries.
> I used
>
> SetOption("AllowSameBarExit",True);
> SetOption("ActivateStopsImmediately",True);
>
> My exitprices in settings are set to Open (should be irrelevant)
however the
> exit time for my Stops show as 16:00 (Close). No idea what i am
doing
> wring....
>
> TIA for any help you can give,
> herman.
>
>
> -----Original Message-----
> From: Stephane Carrasset [mailto:s.carrasset@x...]
> Sent: Wednesday, March 31, 2004 6:13 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] ApplyStop() in RT
> Importance: High
>
>
> Herman,
>
> I don't understand, do you mean you can't use applystop in real
time data.
> because applystop works well in backtesting futures on already
known
> minutes bar.
>
> stephane
> ----- Original Message -----
> From: Herman van den Bergen
> To: AmiBroker YahooGroups
> Sent: Wednesday, March 31, 2004 4:08 AM
> Subject: [amibroker] ApplyStop() in RT
>
>
> Can somebody tell me if i can use the ApplyStop() in RT minute
data?
>
> When i inspect the trade list i notice that all stops take
place at
> 09:31:00 (This system trades at the Open) and i cannot seem to find
a way to
> make them exit at any other times. My entry signals are at the
Open... but
> what do i have to do to see my Stops take places at various times
during the
> day? Is anybody getting stops at different times during the day?
>
> btw, the help does not mention RT wrt the ApplyStop... I
backtest using
> minutes, have stops set to exit immediately, same day exits allowed.
>
> TIA for any help you can give.
> herman.
>
>
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