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[amibroker] Re: Can we exit at stop?



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Robert,

I ran your .31 and .41 stop code on CSI data and got exits exactly as 
expected: .31 and .41 losses.  

I'll try to re-create your trades exactly if you'll give all the 
details:  buy/sell price, trade settings (are you buying open, 
close?) and trade delays.  

Wayne

--- In amibroker@xxxxxxxxxxxxxxx, Robert Nemeth <rjnemeth@xxxx> wrote:
> I have just started trying to code a stop and cannot describe why 
the exit price changes as it does. Originally I saw this issue when 
trying to get a stop at price support but then wrote the code below 
to reduce the problem I am having.
>  
> Stock: GNTX using QP2 data EOD
> Settings: Scenario #1 as described in user docs
> Code:
> 
> //LowPivot=Ref(LLV(L,5),-1);
> 
> Buy=DateNum()==1041015;
> 
> Sell=0;
> 
> //ApplyStop(stopTypeLoss,stopModePoint,O-LowPivot,1,False,2);
> 
> //ApplyStop(stopTypeLoss,stopModePoint,0.31,1,False,2); //Gives 
$33.00 exit price
> 
> ApplyStop(stopTypeLoss,stopModePoint,0.41,1,True,2); //Gives $32.75 
exit price
> 
> Question: notice the 10 cent stop change results in a 25 cent exit 
change. Where does this come from?
> 
> If I use the "LowPivot" lines, I would expect an exit of $32.97 but 
I have never got this. What setting am I missing?
> Tnx
> Robert
>  
>  
>  
>  
> ExitAtStop = 1 - check High-Low prices and exit intraday on price 
equal to stop level on the same bar when stop was triggered
> 
> 		
> ---------------------------------
> Do you Yahoo!?
>  Read only the mail you want - Yahoo! Mail SpamGuard.





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