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Al,
Applystops, and I am thinking to stoploss and
trailingstop modes, are perfect if the amount is written in
point.
for example
ApplyStop
(stopTypeTrailing, stopModePoint,
2*ATR(10),exitatstop=True,volatile=False,reentrydelay=1) ;
you can check the trailing at
Plot(HighestSince(Buy, H -
ValueWhen(Buy,2*ATR(10))),"",colorBlue,1);
OR for baktesting futures <FONT
color=#0000ff>
ApplyStop
(stopTypeTrailing, stopModePoint, 20,
exitatstop=True,volatile=False,reentrydelay=<FONT
color=#ff00ff>1) ;
you can check the trailing at
<FONT color=#0000ff
size=2>Plot(HighestSince(Buy, H
- ValueWhen(Buy,TrailStop)),"Trailing",colorGreen,1<FONT
size=1>);
But when you want the stop level was
at Ref(Low,-1) OR C-2*atr(10) OR Open-30
points,
<FONT
face=Arial>you must scratch your head to set the correct amount, is it
from Buyprice? or from High?
<SPAN lang=EN-GB
>I
suppose it is from high...
<FONT
size=2>
<SPAN lang=EN-GB
>if you want the stop at <FONT
color=#008000 size=1>
HighestSince(Buy,Ref(<FONT
color=#0000ff>HIGH,-1) - 2*ATR(10)) OR <FONT color=#008000
size=1>
HighestSince(Buy,Ref(<FONT
color=#0000ff>LOW,-1) - 2*ATR(10))
<P class=MsoNormal
><SPAN
lang=EN-GB ><?xml:namespace
prefix = o ns = "urn:schemas-microsoft-com:office:office"
/>you
can't
<P class=MsoNormal
><SPAN
lang=EN-GB
><FONT
face="Times New Roman">
<P class=MsoNormal
><SPAN
lang=EN-GB
><FONT
face="Times New Roman">
----- Original Message -----
From: "Al Venosa" <<A
href=""><FONT face=Arial
size=2>advenosa@xxxxxxxxxxxx>
To: <<A
href=""><FONT face=Arial
size=2>amibroker@xxxxxxxxxxxxxxx<FONT face=Arial
size=2>>
Sent: Thursday, April 01, 2004 8:48 PM
Subject: Re: [amibroker] Re: ApplyStop() in
RT
<FONT face=Arial
size=2>> Stephane:> > What is it about ApplyStop function you
don't like ApplyStop?> > > ----- Original Message -----
> From: "Stephane Carrasset" <<A
href=""><FONT face=Arial
size=2>s.carrasset@xxxxxxxxxxx>>
To: <<FONT face=Arial
size=2>amibroker@xxxxxxxxxxxxxxx>>
Sent: Wednesday, March 31, 2004 10:51 AM> 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());> >> >> >>
>> > <<FONT face=Arial
size=2>psytek@x...> 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: <A
href=""><FONT face=Arial
size=2>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.>
> >> > >> > > Send BUG
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