[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: ApplyStop question



PureBytes Links

Trading Reference Links


Typo...

The second applystop should read:

ApplyStop(stopTypeNBar,stopModeBars,3,2,False,2);

--- In amibroker@xxxxxxxxxxxxxxx, "techsmart" <mric@xxxx> wrote:
> 
> I want to have a profit exit and a n-bar exit.
> 
> I want the profit exit to occur at the close on the day when the 
> close is greater than the EntryPrice*1.05 (5%).
> 
> I want the n-bar stop to exit on the next open after 3 days from 
> entry (so, on the fourth day's open).
> 
> Here is what I'm using:
> 
> ApplyStop(stopTypeProfit,stopModePercent,5,0,False,2);
> 
> ApplyStop(stopTypeNBar,stopModePercent,3,2,False,2);
> 
> Should this get me what I want?  It seems to be working, except 
that 
> the n-bar exit prices are not always exactly the open price.  I 
can't 
> see why they would be off.
> 
> A related question:  since I am exiting on Open and Close, why does 
> the backtester give me prices that are carried out to 4 decimal 
> places?  Such as 20.5432 at the close, instead of the actual close 
> price of 20.54?  I have no idea where those extra decimal places 
are 
> coming from.
> 
> ts





------------------------ Yahoo! Groups Sponsor --------------------~--> 
Has someone you know been affected by illness or disease?
Network for Good is THE place to support health awareness efforts!
http://us.click.yahoo.com/Rcy2bD/UOnJAA/cosFAA/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/