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Herman,
I see many same bar trades and I can not see how it could be done in
real conditions.
Dimitris Tsokakis
> From: Herman van den Bergen [mailto:psytek@x...]
> Sent: Wednesday, June 30, 2004 9:13 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Re: Percent Profit Trailing Stop
Question
>
>
> 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
>
> herman.
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: Wednesday, June 30, 2004 8:46 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Percent Profit Trailing Stop
Question
>
>
> Herman,
> 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@x...]
> > 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.
>
>
>
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