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What about what ? With some specifics someone might be able to
provide an EWAG ... Without specifics you are inviting shot gun
blasts in a dark room.
--- In amibroker@xxxxxxxxxxxxxxx, "The Webmaster"
<maintainer_wiz@xxxx> wrote:
>
> 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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