[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] automatically loading in forex data



PureBytes Links

Trading Reference Links




<FONT 
face=Arial>From 
the help file (Applystop): Note that he says use activestopsimmediately when 
your delay = 0.
<SPAN 
class=390525513-30062004> <FONT 
color=#0000ff>
Note on using 
stops:Scenario 1: you trade on next bar OPEN and 
want to exit intraday on stop priceCorrect settings: 
ActivateStopsImmediately turned ONExitAtStop = 1Trade delays set to 
oneTrade price set to openScenario 2: you trade 
on today's close and want to exit intraday on stop priceCorrect settings: 
ActivateStopsImmediately turned OFFExitAtStop = 1Trade delays set to 
zeroTrade price set to closeScenario 3: you 
trade on next day OPEN and want to exit by stop on OPEN price when PREVIOUS day 
H-L range hits stopCorrect settings: 
ExitAtStop = 2 (NEW)Trade delays set 
to oneTrade price set to open

  a) (if you want to have stops executed AFTER regular 
  signals, so cash from stopped out positions is NOT available to enter trades 
  the same day) ActivateStopsImmediately turned ON 
  b) (if you want to have stops executed BEFORE regular 
  signals, so cash from stopped out positions IS available to enter new trades 
  the same day)ActivateStopsImmediately turned OFF 

Scenario 4: you trade on 
today's close and want to exit only when today's close price hits the stop 
levelCorrect settings: ActivateStopsImmediately turned 
OFFExitAtStop = 0Trade delays set to zeroTrade price set to 
close
 
<FONT face=Arial 
color=#0000ff size=2>d

<BLOCKQUOTE dir=ltr 
>
  
  
  From: Al Venosa [mailto:advenosa@xxxxxxxxxxxx] 
  Sent: Wednesday, June 30, 2004 9:52 AMTo: 
  amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] Re: Percent 
  Profit Trailing Stop Question
  
  You're right, Dingo. If you comment out the activate stops line, the 
  obscene profits die. In real trading, you would indeed activate your stops 
  immediately, but in backtesting, you cannot, using EOD data, since AB can't 
  know when the stop was hit relative to the entry time. Thanks for 
  pointing the stops line out. 
   
  Al V.
  <BLOCKQUOTE 
  >
    ----- Original Message ----- 
    <DIV 
    >From: 
    dingo 
    To: <A title=amibroker@xxxxxxxxxxxxxxx 
    href="">amibroker@xxxxxxxxxxxxxxx 
    Sent: Wednesday, June 30, 2004 9:39 
    AM
    Subject: RE: [amibroker] Re: Percent 
    Profit Trailing Stop Question
    
    <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: <A 
      href="">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:<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








Yahoo! Groups Sponsor


  ADVERTISEMENT 












Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/ 
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx 
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.