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HI guys, sorry for this but I really am baffled by this one. I
attach here my script as it has developed with your help and some
other ideas. See the REMARKS for details.
Basically it seems to be working fine now, the only problem is
because I do not know how to catch the price when an EXIT was
triggered by a applyStoploss feature. I have set it in the settings
to exit at the particular level it was triggerd as that is the price
I would get when trading and NOT the close price.
This makes it difficult for me, because I want the EXIT price shown
in the Exploration results. So I tried to create a variable for it
as per the attached script. It would appear however that this price
differs from the price when I do a BACKTEST...so I am assuming that I
am not correctly calculating the EXIT price manually.
Is there a way to trap the EXIT price for an applyStop trigger ?
Kind regards and thanks for the patience !
Louw
// Code Starts here ...
/*
I want to test the following:
1.) If yesterday's high was breached by today's INTRADAY high, then
BUY.
2.) If bought, did the trade eventually reach the target profit in
points ?
3.) If it did, what was the lowest the price dipped against the
position since the entry until the
target was reached? ( almost like a trade drawdown ... )
Once I get this right, adding SHORT sales will be easy enough.
The main problem now is that when I backtest the formula, I get the
same entry prices and times, BUT
different SELL prices ???
*/
targetpoints = 0.1; // My profit target in points used
by "stopTypeProfit".
TickSize=0.01;
NumContracts = 1;
PointValue =1000;
PositionSize = NumContracts * MarginDeposit;
BuyPrice = TimeFrameGetPrice( "H", inDaily, -1 ); // Finds
Yesterday's HIGH.
SellPrice= IIf(H-BuyPrice > targetpoints,BuyPrice+targetpoints,C); /*
Problem are, need this for the Exploration
as I do NOT know How to Code the ApplyStop Exit Value into the
Columns. */
DayEnd = DateNum()!=Ref(DateNum(),-1) ;
Buycond = H > TimeFrameGetPrice( "H", inDaily, -1 )AND Hour() <
17; // I do not want trades after 17H00 hrs.
ApplyStop( stopTypeProfit, stopModePoint, targetpoints,
1,False,28 ); // Take profit at certain level.
ApplyStop( stopTypeLoss, stopModePoint, 0.3,
True,False,28 ); //Close position at S/L level.
Sell = TimeNum()==170000;//H-BuyPrice > targetpoints OR
Buy = ExRem(Buycond,Dayend);
//====================================================================
====
// Exploraration Code !!!
//====================================================================
====
Equity(1);
Low1= IIf( H-BuyPrice > targetpoints, ValueWhen( Sell>0,LLV
(L,BarsSince(Buy))),O); /* Calculates the Lowest the price went
before reaching my target ... or closed out */
TargetReached = IIf(H-BuyPrice > targetpoints,1,False);
Filter=Buy;
NumColumns=4;
Column0Name="Draw Down";
Column0=BuyPrice - Low1;
Column0Format=1.2;
Column1Name="Buy Price";
Column1 = BuyPrice;
Column2Name="Sell Price";
Column2=SellPrice;
Column3Name="Reached";
Column3=targetreached;
// Code end here .......
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