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Have you tried the Hold() function...it is in the help manual
Anthony
----- Original Message -----
From: kanowna2000
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, November 09, 2004 5:56 AM
Subject: [amibroker] Tomasz - Re: Limit Trade Length by Number of Bars
Dear Tomasz,
Fellow AB Forum members have kindly offered suggestions to my problem
but it has not been resolved. I was wondering if you might give this
problem some thought.
It seems to me that the N-Bar stop feature in AB might have a bug, or
perhaps I am doing something wrong. I have tried suggestions made
recently by other members but somehow I am not getting any difference
in my results. (To see the code I am running please refer to
previous posts made by me under the title 'Limit Trade Length by
Number of Bars'). In my attempts to resolve my problem I have tried
the following steps:
1. I placed the line ApplyStop( stopTypeNBar, stopModeBars, 50 );
right after the 2 'stop' lines in my code and submitted the code; many
trades still run much longer than 50 Bars.
2. I ran the code with the line above placed IN FRONT OF my 2 'stop'
lines in my code and submitted the code; the result is the same as run
(1).
3. I enabled the N-bar stop by clicking the 'bars' radial button and
typed 50 in the Bars box and ran the code; again, same result as run
(1).
I would like to clarify the problem I am encountering by showing you
some of my output results. The following shows 15 lines of output
results, sorted by #bars in descending order (1 heading line and 14
lines of actual data). I have omitted certain columns because they
are irrelevant:
Ticker Trade Date Price Ex. date
Ex. Price Profit # bars
CTRA Long (profit) 11/13/1998 6.8438 2/3/2000 35.00
4,519.15 320
ECPG Long (profit) 8/7/1998 3.5313 7/9/1999
9.13 1,938.20 241
MBLA Long (n-bar) 3/5/1997 6.8175 7/8/1997
6.75 -25.21 90
AVD Long (n-bar) 1/23/1995 1.8783 5/25/1995
1.75 -43.17 87
PEX Long (n-bar) 8/19/1999 6.25 12/9/1999
6.00 -64.25 81
CRRC Long 11/10/1997 8.6667 2/20/1998
8.07 -105.85 75
CNBC Long (n-bar) 4/23/1998 8.227 8/4/1998
6.68 -297.82 74
CRED Long (n-bar) 2/2/1996 0.9375 5/15/1996
0.97 13.59 72
CLFC Long (n-bar) 6/13/2002 6.4815 9/18/2002
6.00 -506.42 68
PTEN Long (n-bar) 11/1/1994 0.9844 2/3/1995
0.75 -129.32 66
DCAI Long (n-bar) 1/27/1999 0.6094 4/27/1999
0.64 36.48 65
AVD Long (max loss) 8/4/1997 2.5482 10/30/1997
1.91 -338.26 64
IPAR Long (n-bar) 11/17/2000 5.9167 2/20/2001
6.08 77.46 64
CW Long (n-bar) 10/24/1994 8.95315 1/23/1995
8.88 -18.30 63
As you can see, the 1st two lines, CTRA and ECPG, exit for Long
(profit) reason, which means because of the ApplyStop (1, 1, 90, 1)
code for target profit. The next 3 lines show exit for Long (n-bar)
reason, which means because of the code ApplyStop( stopTypeNBar,
stopModeBars, 50 ) for 50-bar limit. The remaining 9 lines show exit
for reasons of MFI crossover at 80, 50-bar limit, stop loss 25%, and
50-bar limit.
It is immediately obvious that the 50-bar limit is not controlling
the exit, or perhaps it is not working properly --- maybe there is a
bug? Or perhaps I am not setting it up correctly?
Can you please check the possibility that AB's N-Bar stop is not
overriding the other stops, i.e. maybe there is a bug?
Thank you.
Josef
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