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Ah, that's different. If I understand you, you are using the chandelier
exit, wherein you sell when the price crosses above the point where 3*ATR is
subtracted from the highest high since the trade was initiated. Your sell
condition would then be:
Sell = 0; //use the ApplyStop function exclusively as your exit
ApplyStop(stopTypeTrailing, stopModePoint, 3*ATR(21), 1,1);
This exit is actually shown in the help file. Search on ApplyStop. Good
luck.
Al V.
----- Original Message -----
From: "bruiserbbq" <bruiserbbq@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, June 30, 2004 8:56 PM
Subject: [amibroker] Re: What's wrong with this backtest?
>
> Thanks for you reply Al, I'm in Australia and our stock prices
> aren't as high as the US. As for the ATR...what I'm trying to
> backtest is this basic trade plan....buy when a stock hits a 30 day
> high...providing the ADX (14) is >= 20 and the volume is over
> 200,000. Sell when the close gets below a 21 day ATR x 3 trailing
> stop.
>
> Cheers Bruiser
>
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
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