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Small goof. I meant when the price crosses BELOW the stop hanging down from
the highest high of the trade. Sorry.
AV
----- Original Message -----
From: "Al Venosa" <advenosa@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, June 30, 2004 9:09 PM
Subject: Re: [amibroker] Re: What's wrong with this backtest?
> 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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>
>
>
> 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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