|
PureBytes Links
Trading Reference Links
|
Let me make sure I understand this ... you got a problem ... you want
help ... you want potential resondants to dig through past emails
you've written. GFL.
--- In amibroker@xxxxxxxxxxxxxxx, "The Webmaster"
<maintainer_wiz@xxxx> wrote:
>
> 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.
------------------------ Yahoo! Groups Sponsor --------------------~-->
In low income neighborhoods, 84% do not own computers.
At Network for Good, help bridge the Digital Divide!
http://us.click.yahoo.com/EpW3eD/3MnJAA/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/
|