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Here's what I think is happening, based on some explorations I've
done.
My system goes long the market on the open of next bar after my buy
condition evaluates to "true". However, the buy condition being
true a bar earlier than the actual trade entry means that my point
of reference for accessing system-level details is shifted one day
back for certain things. This seems to be the reason for the
strange exits I'm seeing for two of the trades as when I change my
entry to same bar on close I don't observe these problems.
What about this group? I can't be the only one who trades next bar
on the open? What have been your experiences with the above?
Are you resorting to some strange programming techniques as a
workaround?
Thanks.
--- In amibroker@xxxxxxxxxxxxxxx, "The Webmaster"
<maintainer_wiz@xxxx> wrote:
>
> I have a long-only system that is supposed to exit at either a
> profit target price level, or a stop-loss price level.
>
> I noticed the following strange trade-level detail output.
>
> Firstly, one of my trades was exited at some price (how it was
> calculated I have no idea) that was neither the profit target
price,
> nor the stop-loss price level. After checking the price action
for
> the trade period I confirmed that the trade should have been
stopped
> out, as the lowest low during the holding period was clearly lower
> than my stop-loss price. My profit targe price level was never
> touched.
>
> Lastly, one of my trades did exit at my profit target (was
slightly
> above it actually), but upon inspecting the Trade column
information
> I found that the description/reason for the exit as given by AB
> was "Long" instead of "Long (profit)" as it should have been since
> my profit target was hit.
>
> Does anyone know what may have cause the above to occur?
> I'm at a loss to explain them.
> Thanks.
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