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The
same happens with Real time data... I don't know how to use this stop. Profits
go through the roof.
<FONT face=Arial color=#0000ff
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<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: Al Venosa
[mailto:advenosa@xxxxxxxxxxxx]Sent: Wednesday, June 30, 2004 8:27
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Percent Profit Trailing Stop QuestionImportance:
High
I get the same thing Herman gets. I think what seems to be
happening is that, using EOD data, AB has no way of knowing which
occurred first, the high or the low. So, it simply exits longs if the profit
target was hit anytime during the day regardless of whether or not it was hit
after entry or before entry. Opposite for short. Doesn't seem like a useful
feature to use in backtesting.
Al Venosa
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