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Did you read the bottom part of the email which had outlined the
orginal problem? I provided a response to my email only because I
thought I had found the problem and wanted to verify it with someone.
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
>
> 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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