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Chris,
I did some backtesting with a little modification of your suggested
code and it looks pretty good!
Thanks a lot!
regards,
enzo
--- In amibroker@xxxxxxxxxxxxxxx, "Christoper" <turkey@xxxx> wrote:
>
> Ah ok... so I dont' think the Applystop is what you want.
>
> Try this:
> Sell = <see conditions>;
> Sell = Sell or C < Highestsince( Buy, StopPriceArr, 1);
> ^-You can chagne this value to what you want. I
> assume this is EOD system.
>
> - chris
>
> --- In amibroker@xxxxxxxxxxxxxxx, "enzo" <herrfrechdax@xxxx> wrote:
> >
> > hi christoper!
> >
> > I coded a little function to write arrays in .xls files and open
> > them using Excel. So I am sure about the contents of arrays. I
dont
> > plot them.
> >
> > An example for ^DJI the last buy-signal occurred 28/10/2004, the
> > system would buy ^DJI at next open 10004,70. Last SwingLow was
> > 9660,18. This would be my StopLoss. All testdata are EOD from
Yahoo-
> > historical.
> >
> > The system is so to say simple: when I have a buy, I use the
last
> > SwingLow as Stop and turn the position. I have all the
information
> > in arrays but dont know how to code APPLYSTOP() to set 9660.18
as
> my
> > sellstop.
> >
> > The arrays:
> >
> > myBuySignal: row 605 = 1
> > BUY: row 605 = 1
> > BUYPRICE: row 605 = 9888.25 (the open of the 28/10/2004
> > SellStopArr: row 605 = 9660.18 (last SwingLow)
> >
> >
> > You see, the information in row 605 in BUYARRAY is wrong,
because I
> > buy on next open, it should be 10004,70, which is in row 606.
> >
> >
> >
> > for your convinience the function to write array in Excel files:
> >
> > //************************************************/
> > function PrintArray1 (array,arrName)
> > //************************************************/
> > {
> > fh = fopen( "c:\\programm
> > Files\\amibroker\\afl\\"+"___"+arrname+".xls", "w");
> > for( i = 0; i < BarCount; i++ )
> > {
> > ds = StrFormat("%g.-%g.\n", i, array[ i ]);
> > fputs( ds, fh );
> > }
> > fclose( fh );
> > }
> >
> > Call example:
> > printarray1(Buy,"Buy");
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Christoper" <turkey@xxxx>
wrote:
> > >
> > > 1 - Have you plotted the StopPriceArr to know that this is
> > correct?
> > > Or is it changing each bar, such that the stop is always
> > fluctuating
> > > and the price will never trigger it. You might need something
> > like
> > > StopPriceArr = HighestSince(Buy, StopPriceArr, 1) to kinda
lock
> in
> > > the trail.
> > >
> > > 2 - If you are trying to plot the stop you may need to utilize
> > > Equity(1); somewhere in your code.
> > >
> > > I might not understand your system too well, so perhaps
> additional
> > > clarification might help...
> > >
> > > - chris
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "enzo" <herrfrechdax@xxxx>
> wrote:
> > > >
> > > > Hello!
> > > >
> > > > some days ago I asked for help, how to use APPLYSTOP() to
turn
> a
> > > > position when a CLOSE crossed a certain stop which is
defined
> as
> > a
> > > > price. It looks like this is not possible!?
> > > >
> > > > So I thought I could use the difference between the payed
price
> > and
> > > > the stop-price and use APPLYSTOP() with Mode=2(stopTypeLoss)
> > type=2
> > > (
> > > > amount in points) amount=calculated difference in points.
> > > >
> > > > Would someone confirm this is the right way to do?
> > > >
> > > > For the payed price I would use arrays BUYPRICE and
SELLPRICE,
> > but
> > > I
> > > > have found out, they are exactly similar to the OPEN price
of
> > the
> > > > day (or bar) the buysignal occurred. Even I set
SetTradeDelays(
> > 1,
> > > > 1, 1, 1 ) ; Why does BUYPRICE and SELLPRICE not reflect the
> real
> > > > payed price? Do I have to create correct BUYPRICE and
SELLPRICE
> > > > arrays by myself?
> > > >
> > > > Thanx for any suggestions,
> > > >
> > > > enzo
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "enzo" <herrfrechdax@xxxx>
> > wrote:
> > > > >
> > > > > Hello usergroup!
> > > > >
> > > > > In my AITM trading-system buy- and sell-signals are
generated
> > at
> > > > > CLOSE and executed at next open. Stops are set at the last
> > > > > SwingHighs/-lows before the signal occurred. Those SH/SH´s
> are
> > > > > written in an array "StopPriceArr". A close beyound/below
a
> > stop
> > > > > should turn the position and be executed at next open.
> > > > > Can someone help me to code the stops?
> > > > >
> > > > >
> > > > > So far I coded:
> > > > >
> > > > > SetTradeDelays( 1, 1, 1, 1 ) ;
> > > > > SetOption("ActivateStopsImmediately",True);
> > > > > .
> > > > > .
> > > > > .
> > > > > BUY=BuyCondition;
> > > > > SELL=SellCondition;
> > > > > ApplyStop(0,2,StopPriceArr,2);
> > > > > Short = Sell;
> > > > > Cover = Buy;
> > > > >
> > > > >
> > > > > It seems it is not working as I expected and actually I am
> not
> > > > > surprised by it, cause I cannot make a sense of the
> > combinations
> > > > of
> > > > > ApplyStop-paramaters.
> > > > >
> > > > > Can you?
> > > > >
> > > > > Thanx in advance
> > > > > enzo
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