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Phill,
I am not sure, but I think ApplyStop may evaluate high and low and not just
the close. This could cause some differences.
Terry
--
>
>
> Can anyone tell me what my exit is on this formula? I know it is an
> odd question as I wrote the formula. In my testing I was getting 45%
> approx return over 2 years. I then scrolled down and saw the
> Applystop which I had not realized was there. I deleted it then
> retested and return dropped to 30% approx .
> As I understand it isn't the Applystop the same as the second part
> of my sell formula except of course for the different ATR values.
> If I delete either the "OR" formula or the Applystop and change the
> ATR value in the part I have not deleted I get less of a return. I
> seem to be using a combination of both these lines as an initial
> fixed stop.
> Thanks in advance for any help . Phill.
>
>
>
>
> ATRperc = (ATR(100)/Close) * 100;
> Turnover = MA(Close,21) * MA(Volume,21);
>
>
> Capital = 100000;
> TrailStopAmount = 2 * ATR(30);
> Risk = 0.01 * Capital;
> PositionSize = (Risk/TrailStopAmount) * BuyPrice;
>
>
>
> Buy = Close > Ref( HHV( High, 20 ), -1 )
> AND MA( Close, 100 ) > (Ref( MA( Close, 100 ), -50 ) + 4.5*ATR(100))
> AND MA(Close,21) * MA(Volume,21) > 500000
> AND MA(Close,21) * MA(Volume,21) < 15000000
> AND Close > 1
> AND Close < 10
> AND (ATR(30)/Close)*100 > 2
> AND (ATR(30)/Close)* 100 < 8
> AND MA(Close,21) > Ref(MA(Close,21),-1)
> AND OBV() > MA(OBV(),30)
> AND Ref(turnover,-20) > 500000;
>
> Filter = Buy ;
>
> Sell = Cross(HighestSince(Buy,H) - 3.6 * ATR(100),C)
> OR Cross(ValueWhen(Buy,BuyPrice) - 2*ATR(100),C);
>
>
>
> ApplyStop(0,2,2*ATR(30),False,True);
>
>
[Non-text portions of this message have been removed]
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