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Bruiser, try coding the exit into a sell statement rather than applystop.
Something like this
Sell = cross( highestsince(buy, h-3*atr(21)), c );
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
-----Original Message-----
From: bruiserbbq [mailto:bruiserbbq@xxxxxxxxxxxx]
Sent: Thursday, July 01, 2004 9:54 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: What's wrong with this backtest?
Thanks for your help Graham. At this stage its only in the early
stages of development...but I'm trying to ensure it works before
continueing. The trades will take place with EOD data...so the entry
will be on open the next day of the signal and close on open the
next day of the signal. (does that make sense?)
I'm still getting a one day only backtest result...here's the code
so far:
cond1 = ADX(14) > 20;
cond2 = High > Ref(HHV(H,30),-1);
cond3 = Volume > 200000;
cond4 = Close > 0.15;
Filter = cond1 AND cond2 AND Cond3 AND Cond4;
Buy = cond1 AND cond2 AND Cond3 AND Cond4;
Sell = 0; //use the ApplyStop function exclusively as your exit
ApplyStop(stopTypeTrailing, stopModePoint, 3*ATR(21), 0,1);
PlotShapes( shapeUpArrow * Buy, colorGreen );
PlotShapes( shapeDownArrow * Sell, colorRed );
AddColumn(Buy,"Buy");
AddColumn(Sell,"Sell");
AddColumn(Open,"Open",1.3);
AddColumn(Close,"Close",1.3);
AddColumn( ADX(14), "ADX", 1.2 );
AddColumn(Volume,"Volume",1.0);
Cheers Bruiser
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