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<FONT face=Arial color=#0000ff
size=2>Assuming that your example relates exclusively to EOD then I think you
may have to go real-time data to do what you want to do. EOD doesn't tell you
which comes first: during the day: the high or the low. So you can never tell
which came first, your profit or your loss. Using two ApplyStop() in
same-day-exit or very short-term trading systems (i.e. when dealing with small
profits/losses triggers that could both be true during the same day) it is very
easy to get unrealistic results. I have fallen in that trap a few times
:-(
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>herman.
<FONT face=Tahoma
size=2>-----Original Message-----From: chassis_73
[mailto:tessaglia@xxxxxxxxxxx]Sent: Sunday, May 23, 2004 4:32
AMTo: amibroker@xxxxxxxxxxxxxxxxxxxxxx: [amibroker]
Sellprice/Applystop problemHi,mates.I'm going crazy
about a problem that troubles al my TS.SystemBuy = Cross(
RSI(14), 30 );Sell = Cross( 70, RSI(14) );BuyPrice=O*0.9705;//Buy when
the stock goes down -2.95% from
Open.SetTradeDelays(0,0,0,0);ApplyStop(stopTypeLoss,stopModePercent,2.15,1);ApplyStop(stopTypeProfit,stopModePercent,3,1);ObjectiveI'd
like to buy the stock all the days it goes down till about -2.95 % from
open.I'd like to sell when Sell = Cross( 70, RSI(14) ) occurs or when i
can take profit about 3% from Buyprice.TroublesNo trouble
about Buy.It works perfectly.Sell instead has its logic but there's a
wrong situation when it's a black candle day.i.d O 2.42 H 2.42 L
2.32 C 2.32 What happens here?Naturally I buy at 2.35 and IN THE SAME DAY
i sell at 2.42 to take profit.Obviously it's not possible because the
stock went down till 2.32 and I'm losing in fact.Let us suppose that
the day after O 2.31 H 2.44 L 2.31 C 2.42 .I 'd like to take my 3% when
the stock cross up 2.42 the day after.In the backtest there are a lot of
days like this so results are wrong.Naturally I tried many rules but
Applystop always prevails over all.Immediate IF function doesn't
work.i.d.IIf(C <
O,ApplyStop(stopTypeProfit,stopModeDisable,3,1),ApplyStop(stopTypeProfit,stopModePercent,3,1));Has
anyone had the same trouble?Best
regards,NickSend BUG REPORTS to
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