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Not sure what all the hostility is here, Fred.
In any case, I'm now dealing with AB directly so no need to get your
pretty little head all upset about it. ;-)
--- 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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