Re: [amibroker] Percent Profit Trailing Stop Question

["E Winters" <e.winters1@xxxxxxxxxxx>]

Herman,
Did you test it on 1 minute or tick 
data?
Ed
<BLOCKQUOTE dir=ltr 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Herman van den 
  Bergen 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Thursday, July 01, 2004 7:09 
  AM
  Subject: RE: [amibroker] Percent Profit 
  Trailing Stop Question
  
  <FONT face=Arial color=#0000ff 
  size=2>Yuki,
  <FONT face=Arial color=#0000ff 
  size=2> 
  <FONT face=Arial color=#0000ff 
  size=2>Backtesting the same Percent Profit formula gives huge profits in real 
  time also, I think the problem doesn't really disappear, it works exactly the 
  same but on a smaller scale. Minute bars have the same built-up as hourly or 
  daily bars. We still don't know which came first, the High or the Low, 
  within the minute. Using this stop the percent profit stop is simply a 
  smaller dollar value when going to a lower TimeFrame.
  <FONT face=Arial color=#0000ff 
  size=2> 
  Real 
  time data really doesn't remove all problems associated with EOD (as i had 
  hoped it would). The way I try to cope with it is to only look at the High or 
  Low (depending on the position i am in), I removed the Open and Close in 
  my formulas. 
  <FONT face=Arial color=#0000ff 
  size=2> 
  <FONT face=Arial color=#0000ff 
  size=2>herman.
   


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