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Hi,
I have read the ApplyStop()
documentation(and comments) several times, but still don't have a full
understanding. So, some questions:
1) If I use EOD data only, do these these 'exit
intraday' ApplyStop scenarios apply to me:
Scenario 1: you
trade on next bar OPEN and want to exit intraday on
stop price Correct settings:
ActivateStopsImmediately turned ON ExitAtStop =
1 Trade delays set to one Trade
price set to open Scenario 2:
you trade on today's close and want to <FONT
color=#ff0000>exit intraday on stop price Correct
settings: ActivateStopsImmediately turned
OFF ExitAtStop = 1 Trade delays set
to zero Trade price set to close<FONT face=Arial
size=2>?
2) What is the difference in effect between Scenario 1
above and Scenario 3a) here for ApplyStop :
Scenario 3: you
trade on next day OPEN and want to exit by stop on OPEN price when PREVIOUS day
H-L range hits stop Correct settings:
ExitAtStop = 2 (NEW) Trade delays
set to one Trade price set to open
a) (if you want to have stops executed AFTER regular signals, so cash from
stopped out positions is NOT available to enter trades the same day)
ActivateStopsImmediately turned ON
b) (if you want to have stops executed BEFORE regular signals, so cash
from stopped out positions IS available to enter new trades the same
day)ActivateStopsImmediately turned OFF
?
3) Does ActivateStopsImmediately
affect anything besides whether or not cash from stopped-out postions
is available for subsequent trades?
4) Given these ApplyStop
parameter possibilities:
<TABLE class=MsoTableGrid
cellSpacing=0 cellPadding=0 border=1>
<TD
vAlign=top width=191>
<SPAN
><FONT
size=2>Parameter<?xml:namespace prefix = o ns =
"urn:schemas-microsoft-com:office:office"
/>
<TD
vAlign=top width=110>
<SPAN
># of possible
values
<TD
vAlign=top width=110>
<SPAN
>possible
value1
<TD
vAlign=top width=114>
<SPAN
>possible
value2
<TD
vAlign=top width=120>
<SPAN
>possible
value3
<TD
vAlign=top width=191>
<SPAN
><FONT
size=2>ActivateStopsImmediately
<TD
vAlign=top width=110>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>2
<TD
vAlign=top width=110>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>on
<TD
vAlign=top width=114>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>off
<TD
vAlign=top width=120>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>
<TD
vAlign=top width=191>
<SPAN
><FONT
size=2>ExitAtStop
<TD
vAlign=top width=110>
<P class=MsoNormal
align=center><FONT
size=2>3
<TD
vAlign=top width=110>
<P class=MsoNormal
align=center><FONT
size=2>1
<TD
vAlign=top width=114>
<P class=MsoNormal
align=center><FONT
size=2>2
<TD
vAlign=top width=120>
<P class=MsoNormal
align=center><FONT
size=2>3
<TD
vAlign=top width=191>
<SPAN
>Trade
delays
<TD
vAlign=top width=110>
<P class=MsoNormal
align=center><FONT
size=2>2
<TD
vAlign=top width=110>
<P class=MsoNormal
align=center><FONT
size=2>0
<TD
vAlign=top width=114>
<P class=MsoNormal
align=center><FONT
size=2>1
<TD
vAlign=top width=120>
<P class=MsoNormal
align=center><FONT
size=2>
<TD
vAlign=top width=191>
<SPAN
>Trade
price
<TD
vAlign=top width=110>
<P class=MsoNormal
align=center><FONT
size=2>2+
<TD
vAlign=top width=110>
<P class=MsoNormal
align=center><FONT
size=2>Open
<TD
vAlign=top width=114>
<P class=MsoNormal
align=center><FONT
size=2>Close
<TD
vAlign=top width=120>
<P class=MsoNormal
align=center><FONT
size=2> <FONT
face=Arial>?
it seems there could be at least 24 different parameter-value combinations
(2*3*2*2). Yet, in the ApplyStop scenario explanations, only 5 combinations are
discussed; namely:
<TABLE class=MsoTableGrid
cellSpacing=0 cellPadding=0 border=1>
<TD
vAlign=top width=79>
<SPAN
><FONT
size=2>Scenario
<TD
vAlign=top width=180>
<SPAN
><FONT
size=2>ActivateStopsImmediately
<TD
vAlign=top width=90>
<SPAN
><FONT
size=2>ExitAtStop
<TD
vAlign=top width=102>
<SPAN
>Trade
delays
<TD
vAlign=top width=89>
<SPAN
>Trade
price
<TD
vAlign=top width=79>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>1
<TD
vAlign=top width=180>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>on
<TD
vAlign=top width=90>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>1
<TD
vAlign=top width=102>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>1
<TD
vAlign=top width=89>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>Open
<TD
vAlign=top width=79>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>2
<TD
vAlign=top width=180>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>off
<TD
vAlign=top width=90>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>1
<TD
vAlign=top width=102>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>0
<TD
vAlign=top width=89>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>Close
<TD
vAlign=top width=79>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>3a
<TD
vAlign=top width=180>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>on
<TD
vAlign=top width=90>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>2
<TD
vAlign=top width=102>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>1
<TD
vAlign=top width=89>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>Open
<TD
vAlign=top width=79>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>3b
<TD
vAlign=top width=180>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>off
<TD
vAlign=top width=90>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>2
<TD
vAlign=top width=102>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>1
<TD
vAlign=top width=89>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>Open
<TD
vAlign=top width=79>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>4
<TD
vAlign=top width=180>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>off
<TD
vAlign=top width=90>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>0
<TD
vAlign=top width=102>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>0
<TD
vAlign=top width=89>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>Close
Do other possible scenarios make no sense; for
example:
<TABLE class=MsoTableGrid
cellSpacing=0 cellPadding=0 border=1>
<TD
vAlign=top width=79>
<SPAN
><FONT
size=2>Scenario
<TD
vAlign=top width=180>
<SPAN
><FONT
size=2>ActivateStopsImmediately
<TD
vAlign=top width=90>
<SPAN
><FONT
size=2>ExitAtStop
<TD
vAlign=top width=102>
<SPAN
>Trade
delays
<TD
vAlign=top width=89>
<SPAN
>Trade
price
<TD
vAlign=top width=79>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>5
<TD
vAlign=top width=180>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>on
<TD
vAlign=top width=90>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>1
<TD
vAlign=top width=102>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>0
<TD
vAlign=top width=89>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>Open
<TD
vAlign=top width=79>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>6
<TD
vAlign=top width=180>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>off
<TD
vAlign=top width=90>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>0
<TD
vAlign=top width=102>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>0
<TD
vAlign=top width=89>
<P class=MsoNormal
align=center><SPAN
><FONT
size=2>Open
or have they just not been implemented yet?
thanks
-john
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