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PureBytes Links
Trading Reference Links
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P.S. Outlined is right ... how 'bout posting the AFL and trade list
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
>
> 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.
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