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<FONT face=Arial
color=#0000ff size=2>I think its this setting: <FONT face="Courier New"
color=#000000
size=3>SetOption("ActivateStopsImmediately",True);
<FONT face=Arial
color=#0000ff size=2>and Al explained it: "<FONT face="Times New Roman"
color=#000000 size=3>AB has no way of knowing which occurred first, the high or
the low"
<FONT face=Arial
color=#0000ff size=2>Take one trade and see if the above is not
true.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>d
<BLOCKQUOTE dir=ltr
>
From: Herman van den Bergen
[mailto:psytek@xxxxxxxx] Sent: Wednesday, June 30, 2004 9:13
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Re: Percent Profit Trailing Stop Question
<FONT face=Arial color=#0000ff
size=2>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:<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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