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[amibroker] Re: Global Parameter??



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<FONT face=Arial color=#0000ff 
size=2>I have only a limited amount of tick data and it wouldn't give me 
any trades. The test code below gives me 2 million percent profit in 7 months 
(removed commission because the single minutes do not have enough price change), 
or 5000% with a 10% profit stop and 1ct/share commission in the 5 minute 
TF.
<FONT face=Arial color=#0000ff 
size=2> 
// In 
AA settings Use percent profit trailing stop of 10%// Trade Long and Short 
at the 
OpenSetOption("ActivateStopsImmediately",True);SetTradeDelays(1,1,1,1);Buy  
= 1; Sell = Ref(Buy,-2); Short = Sell;Cover = 
Ref(Short,-2);Plot(Equity(1),"Equity",1,1);
<FONT face=Arial color=#0000ff 
size=2> 
I know 
these figures would be untradable in any case but that is not my point, i 
simply would like to know how to use the percent of profit stop properly. I 
do not think it is just the matter of which comes first, the H or L. Anyway, I 
just don't understand it. I have a gut feeling that this function might work 
better with an "activation level", a minimum profit at which the stop kicks 
in.
<FONT face=Arial color=#0000ff 
size=2> 
best 
regards,
<FONT face=Arial color=#0000ff 
size=2>herman.
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2> 

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: E Winters 
  [mailto:e.winters1@xxxxxxxxxxx]Sent: Thursday, July 01, 2004 11:21 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] 
  Percent Profit Trailing Stop QuestionImportance: 
  High
  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> 
    <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.
     Check AmiBroker web 
  page at:<A 
  href="">http://www.amibroker.com/Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  


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