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/
|