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[amibroker] TJ: unfiltering the pre/after market



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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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