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As you were......I think I've nutted it out....
----- Original Message -----
From: "Beachie" <beachie41@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, September 13, 2004 2:36 AM
Subject: [trading] [amibroker] ApplyStops & trade exit/entry question
> I'm running backtests and I'm getting false Stop values. All exits are via the ApplyStop
> function. Entries as per code, on the open of next bar after signal. What's happening is
> that the exit price (delay = 1) is the Low/High of the bar & the Buy/Short is the same.
> Obviously this has me entering and exiting a trade at the best possible price, whereas I
> should be exiting at the Stop price & entering on open. I tried all differing combos,
> but
> I cannot get it to enter/exit correctly ont the delayed bar.
>
> Snippet of code as follows:
>
> Buy =C1 AND ValueWhen(C1,TimeNum()) >= StartT AND ValueWhen(C1,TimeNum()) <= EndT;
> BuyPrice = ValueWhen(C1,C2) ;
> Sell=0;
> SellPrice=0;
>
> Short = C2 AND ValueWhen(C2,TimeNum()) >= StartT AND ValueWhen(C2,TimeNum()) <= EndT;
> ShortPrice = ValueWhen(C2,C3) ;
> Cover=0;
> CoverPrice =0;
> Profit = 0.0050;
> Loss= 0.0015;
> ApplyStop(stopTypeProfit,stopModePoint,Profit,2,0,1);
> ApplyStop(stopTypeLoss,stopModePoint,Loss,2,0,1);
>
> Under the "Settings" General tab I've unchecked everything except Futures (I tried all
> combo's but cannot get it right) Under the Trades tab settings are Buy/Short = Open,
> delay 1, & Sell/Cover = Open, delay 1 (though I thought the "Sell/Buy = 0" statement
> bypassed these settings??) & all Stops are disabled via the dialogue.
>
> Can someone please point out what I'm doing wrong, or what I need to do to fix this?
> Thanks!
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
>
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