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Hello,
----- Original Message -----
From: Dave Merrill
To: amibroker@xxxxxxxxxxxxxxx
Sent: Friday, June 18, 2004 4:06 AM
Subject: RE: [amibroker] Re: Example of buying top N stocks ranked by some metric - no takers?
> Hi Mark, been a while (:-)... Hope you're well.
> I thought that an always-buy rule would work too, except that this sell rule is like a trailing stop;
> it needs to know when you actually bought, which I think we can't know while our code runs,
> since it depends on the value of a stock's PositionScore vs the other stocks under test.
>
> Roughly speaking, this rule sells when price falls a spec'd amount below its highest value *since buy*.
> (It also has some "acceleration" built in, some ApplyStop won't do it.)
> Can you think of a way to code that that would work in this context?
Why, Oh why don't you use then APPLY STOP. Why you tell that ApplyStop will not work ?
Trailing stops can be completely customized using ApplyStop!
ApplyStop( stopTypeTrailing, stopModePoint, YOUR_DYNAMIC_AMOUNT_OF_PRICE_FALL_SINCE_BUY, True, True );
Then you can use Rotational trading mode and you need NOTHING else.
Basically every system can be written either in Rotational mode or regular mode.
Your system is just rotational plus stops.
Best regards,
Tomasz Janeczko
amibroker.com
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