|
PureBytes Links
Trading Reference Links
|
Hi Herman, thanks for your quick reply. I applied your code and my backtest stopped on
first trade with Price showing -1e+010
I really think Ami cannot deal with 4 decimal places correctly as found in FX quotes. Most
times the prices when displayed in Scan, chart headings etc are truncated to 2 decimal
places. Yet on back tests and on some of the tooltips I see 5 decimal places displayed.
and I can't understand how my TradePrice can be out of range. If the Stop should be X & X
is a valid price on that bar, why is it not honoured? I've asked twice on this list if the
4 decimal place issue would be addressed, but so far no reply. Amibroker is great piece of
software, but is not, as of yet, fully compatible with forex data.
cheers
----- Original Message -----
From: "Herman van den Bergen" <psytek@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, October 09, 2004 10:04 PM
Subject: [trading] RE: [amibroker] Applystop question
>
> If you find many High or Low prices in your tradelist you should suspect
> that your TradePrice is out of range. To verify this you can trun off
> PriceBoundChecking using SetOption("PriceBoundChecking",False); this will
> leave your Buy/Sell price to the values you assigned, hence errors are
> easier to spot.
>
> best regards,
> herman
> -----Original Message-----
> From: Beachie [mailto:beachie41@xxxxxxxxxxx]
> Sent: Saturday, October 09, 2004 7:41 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Applystop question
>
>
> I'm using the below code to exit a trade, either when a predefined level
> is hit or Nbars
> after entry
> In a backtest, the predefined exit works as it should, but if the
> applystop is triggered,
> the price is always the *low* of the bar. Yet in the Trade settings I have
> trade exit set
> to "Close 0" I know Applystop evaluates the bar price in certain order,
> but I can't find
> the references in the archives to see how I can fix this.
>
> ...............
> ...............
> Sell = C < S1 ;
> SellPrice = S1 - 0.0001;
> //========================================
>
> ApplyStop(stopTypeNBar,stopModeBars,EBars);
>
> //========================================
>
> PositionSize = MarginDeposit = 1;
> PointValue = 10000;
> Equity(1);
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
> Yahoo! Groups Sponsor
> ADVERTISEMENT
>
>
>
>
>
> ----------------------------------------------------------------------------
> --
> Yahoo! Groups Links
>
> a.. To visit your group on the web, go to:
> http://groups.yahoo.com/group/amibroker/
>
> b.. To unsubscribe from this group, send an email to:
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
> c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
>
>
>
> [Non-text portions of this message have been removed]
>
>
>
>
> 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
>
>
>
>
>
>
>
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|