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<FONT face=Arial color=#0000ff
size=2>Stephane, glad to hear it works, for some reason it didn't in my
application - my fault undoubtedly. Today i will take some time to start from
the bottom up, I think most problems will solve themselves as i gradually build
up my code up to where it meets my EOD functionality.
<FONT face=Arial color=#0000ff
size=2>
Have a
great day!
<FONT face=Arial color=#0000ff
size=2>herman.
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class=843193917-31032004><FONT face=Arial
color=#0000ff>
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class=843193917-31032004>
<SPAN
class=843193917-31032004> -----Original Message-----From:
Stephane Carrasset [mailto:s.carrasset@xxxxxxxxxxx]Sent: Wednesday,
March 31, 2004 12:14 PMTo:
amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: ApplyStop() in
RT
I think that I don't understand what you mean, because once
you have set the periodicity to 1 minute in the settingsapplystop
works correctly in minutes bars
basisstephane<psytek@xxxx> wrote:> This being
my first month in RT i am coming accross some questions that may>
be so obvious that they are not answered anywhere,.like:> > 1)
is the ApplyStop() intended to be used in RT? If so, do the EOD
arguments> still hold in an RT environment?> 2) is
SetTradeDelays() intended to be used in RT? If so, are the Delays
now> in RT bars or do they still reference EOD bars?> 3) What
other functions are there that make no sense in RT and should not
be> used there?> > I am using some very simple systems to
test things out practically and may> have to write my own stop-code
to be sure it works as intended. This is no> problem, but why do it
the hard way if there is an easier way?> > This is one of the
burdens of translating EOD systems to RT, I suppose I'll> have to
work through the entire code line by line :-)> > Thanks,>
herman.> -----Original Message----->
From: Stephane Carrasset [mailto:s.carrasset@xxxx]> Sent:
Wednesday, March 31, 2004 10:51 AM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] Re:
ApplyStop() in RT> > > 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@xxxx]> > 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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