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Using
the profit trailing stop we enter on the trading system but exit on the stop.
Since the system (i picked it for illustration only) gives only occassional
signals exposure is thus very low: we are never more than one bar in the
trade. That part looks alright to me. However the profits are unreal.
telling me there is something wrong but i can't figure out what. I am using AB
4.57.0
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>herman.
<FONT face=Tahoma
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Wednesday, June 30, 2004 8:46
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Percent Profit Trailing Stop QuestionHerman,My
results for the period 1/2000 till now [with your settings] give total net
profit -79%.The exposure for this period is 81%.How did you come
to exposure 8.71% ? It is not normal for this trading system.Dimitris
Tsokakis--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:> Ed/DT, the QQQ (all quotations) gives
me about 500%, why? See reports> attached.> >
---------------------------------------------------------------------------->
----> > Net Profit % 500.28 % 286.54 % 213.74 %> Exposure
% 8.71 % 4.28 % 4.43 %> > Settings:> Initial Equity:
1000 Periodicity/Positions: Daily/Long Short
Commissions:> 0.01 per share> > >
herman> > -----Original
Message-----> From: E Winters
[mailto:e.winters1@xxxx]> Sent: Tuesday, June 29, 2004
10:10 PM> To: amibroker@xxxxxxxxxxxxxxx>
Subject: Re: [amibroker] Percent Profit Trailing Stop
Question> Importance: High> >
> On QQQ I get -79.45% profit, What issue(s) are you
using over what time> period?>
Regards,> Ed> ----- Original
Message -----> From: Herman van den
Bergen> To: AmiBroker
YahooGroups> Sent: Tuesday, June 29, 2004 9:09
PM> Subject: [amibroker] Percent Profit
Trailing Stop Question> > > Can
somebody explain why this gives unreal profits?>
> // In AA settings Use percent profit trailing
stop of 10%> // Trade Long and Short at the
Open>
SetOption("ActivateStopsImmediately",True);>
SetTradeDelays(1,1,1,1);> Buy=Cross( MACD(),
Signal() );> Sell = Cross( Signal(), MACD()
);> Short =
Sell;> Cover =
Buy;> Plot(Equity(1),"Equity",1,1);>
> TIA,>
herman.Check AmiBroker web page at:<A
href="">http://www.amibroker.com/Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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