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Re: [amibroker] Canadian list of stocks?



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Hi, Stephane:
 
OK, I see what you mean. For trailing stops, points are subtracted from the 
HIGH (or added to the LOW for shorts). ApplyStop is hard coded for the high 
or low on trailing stops, so in your last 2 examples, you could not use 
ApplyStop. Would your scRem.dll do that? 
 
Al Venosa
 
 
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  <A title=s.carrasset@xxxxxxxxxxx 
  href="">Stephane Carrasset 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Thursday, April 01, 2004 4:31 
  PM
  Subject: Re: [amibroker] Re: ApplyStop() 
  in RT
  
  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 
  
  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 
  ><FONT 
  face="Times New Roman">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<FONT face=Arial 
  size=2>>
  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<FONT face=Arial 
  size=2>>> 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: <FONT 
  face=Arial size=2>amibroker@xxxxxxxxxxxxxxx<FONT face=Arial 
  size=2>> > >   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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