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Thanks
for the feedback. All my settings were straight from help scenario#1. My
delays were set to 1, setting delay to zero, gives even higher profits with
Activate StopsImmediately set to TRUE or to FALSE. I tried 1-Minute data as
well as EOD data, both give me HG profits.
<FONT face=Arial color=#0000ff
size=2>
So,
how do i use this stop? It must be there for a purpose. I am looking
for a working example for this type of stop... the idea appears good.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>herman.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
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<FONT face=Tahoma
size=2>-----Original Message-----From: dingo
[mailto:dingo@xxxxxxxxxxx]Sent: Wednesday, June 30, 2004 10:00
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Re: Percent Profit Trailing Stop QuestionImportance:
High
<FONT
face=Arial>F<SPAN
class=390525513-30062004>rom the help file (Applystop): Note that he says use
activestopsimmediately when your delay = 0.
<FONT
size=2><SPAN
class=390525513-30062004> <FONT
size=+0>
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:<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:
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