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[amibroker] Re: writing scan code for a trading range



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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 
  


Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html








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