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Hello,
As usual if you want to receive support please send an e-mail to SUPPORT[at]amibroker.com
This is discussion forum not support channel.
When asking for support regarding backtest results please attach:
1. YOUR FORMULA
2. SETTINGS FILE (.abs) - can be saved by click on "SAVE" button in AA->Settings dialog
3. COMPLETE SET of report files (minimum is: Summary page, Trade List page, Symbol List page)
Otherwise it is not possible to analyse your case (most user problems are either incorrect formula
or incorrect settings),
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "kanowna2000" <kanowna@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, November 09, 2004 11:56 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
>
>
>
>
>
>
> 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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